+34.1%
COP vs AMC
-59.1%
+93.2%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.7% | +4.3% | +1.5% |
| 7D | +4.4% | +3.5% | +0.9% | +4.5% |
| 30D | 0.0% | +12.5% | -12.5% | +0.3% |
| 3M | +15.0% | +23.6% | -8.5% | +15.7% |
| 6M | +22.0% | +144.4% | -122.4% | +23.9% |
| YTD | +55.3% | +108.3% | -53.0% | +57.7% |
| 1Y | +64.1% | +38.9% | +25.2% | +66.9% |
| 3Y | +34.1% | -58.9% | +92.9% | +38.2% |
| All | +34.1% | -59.1% | +93.2% | +38.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AMC.
Daily Out/Under-Performance
Portfolio return minus AMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded AMC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling