+113.0%
COP vs AMC
-99.3%
+212.3%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.9% | -1.4% | +0.6% |
| 7D | -11.5% | +2.6% | -14.1% | -11.6% |
| 30D | +5.0% | +9.0% | -4.1% | +4.9% |
| 3M | +17.5% | +22.2% | -4.7% | +17.3% |
| 6M | +16.2% | +91.5% | -75.2% | +15.2% |
| YTD | +48.8% | +101.3% | -52.5% | +47.1% |
| 1Y | +64.1% | +20.8% | +43.3% | +63.7% |
| 3Y | +25.7% | -71.3% | +97.0% | +28.1% |
| All | +113.0% | -99.3% | +212.3% | +145.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling