+195.7%
COP vs AMC
-97.8%
+293.4%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -12.5% | +11.4% | -0.7% |
| 7D | -9.7% | 0.0% | -9.7% | -9.8% |
| 30D | +4.7% | +4.4% | +0.3% | +4.5% |
| 3M | +18.5% | +15.4% | +3.2% | +17.8% |
| 6M | +11.4% | +93.7% | -82.3% | +8.5% |
| YTD | +47.9% | +97.4% | -49.5% | +43.4% |
| 1Y | +59.3% | +23.2% | +36.1% | +56.7% |
| 3Y | +23.6% | -71.3% | +94.9% | +24.5% |
| 5Y | +113.1% | -99.3% | +212.4% | +131.0% |
| 10Y | +329.1% | -98.7% | +427.8% | +290.4% |
| All | +195.7% | -97.8% | +293.4% | +124.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling