+193.1%
COP vs AMC
-98.1%
+291.1%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +4.3% | -5.4% | -1.2% |
| 7D | +3.0% | +2.3% | +0.7% | +2.9% |
| 30D | +17.5% | -0.7% | +18.2% | +17.4% |
| 3M | +13.4% | +35.2% | -21.8% | +11.9% |
| 6M | +17.7% | +124.6% | -106.8% | +14.0% |
| YTD | +46.6% | +69.9% | -23.3% | +43.0% |
| 1Y | +44.6% | -2.6% | +47.2% | +43.3% |
| 3Y | +20.7% | -79.8% | +100.5% | +22.5% |
| 5Y | +185.0% | -99.4% | +284.4% | +211.0% |
| 10Y | +347.0% | -98.9% | +445.9% | +305.9% |
| All | +193.1% | -98.1% | +291.1% | +123.5% |
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 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