+336.7%
COP vs AMCR
+18.6%
+318.1%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.6% | +1.6% |
| 7D | +4.4% | -2.4% | +6.8% | +5.4% |
| 30D | 0.0% | +3.6% | -3.6% | -2.0% |
| 3M | +15.0% | -4.2% | +19.2% | +16.4% |
| 6M | +22.0% | +15.5% | +6.5% | +11.9% |
| YTD | +55.3% | +9.7% | +45.6% | +42.8% |
| 1Y | +64.1% | +8.3% | +55.8% | +51.8% |
| 3Y | +34.1% | +15.4% | +18.7% | +16.0% |
| 5Y | +133.4% | -9.1% | +142.5% | +125.8% |
| All | +336.7% | +18.6% | +318.1% | +221.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling