+321.1%
COP vs AMCR
+102.7%
+218.3%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.8% | +2.4% | +1.2% |
| 7D | -0.8% | -1.8% | +1.0% | -0.2% |
| 30D | +15.6% | -6.0% | +21.6% | +17.9% |
| 3M | +14.3% | +18.9% | -4.6% | +6.8% |
| 6M | +17.0% | +5.7% | +11.3% | +12.4% |
| YTD | +47.4% | +11.1% | +36.3% | +38.6% |
| 1Y | +52.4% | +14.4% | +38.0% | +41.2% |
| 3Y | +20.8% | +13.0% | +7.8% | +10.4% |
| 5Y | +191.7% | -7.5% | +199.2% | +185.6% |
| 10Y | +325.1% | +20.1% | +305.0% | +248.6% |
| All | +321.1% | +102.7% | +218.3% | +244.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded AMCR 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling