+50.5%
COP vs AMCR
+9.4%
+41.2%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.6% | +1.8% | -0.1% |
| 7D | +2.3% | -6.3% | +8.6% | +1.1% |
| 30D | +8.6% | -7.8% | +16.4% | +7.0% |
| 3M | +19.9% | +7.5% | +12.3% | +21.5% |
| 6M | +19.0% | +2.7% | +16.3% | +23.8% |
| YTD | +50.0% | +6.0% | +43.9% | +55.5% |
| 1Y | +50.5% | +7.8% | +42.7% | +58.0% |
| All | +50.5% | +9.4% | +41.2% | +58.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling