+34.1%
COP vs AMCR
+14.2%
+19.9%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.6% | +1.6% |
| 7D | +4.4% | -2.4% | +6.8% | +4.6% |
| 30D | 0.0% | +3.6% | -3.6% | -0.5% |
| 3M | +15.0% | -4.2% | +19.2% | +15.2% |
| 6M | +22.0% | +15.5% | +6.5% | +19.3% |
| YTD | +55.3% | +9.7% | +45.6% | +52.8% |
| 1Y | +64.1% | +8.3% | +55.8% | +62.0% |
| 3Y | +34.1% | +15.4% | +18.7% | +31.0% |
| All | +34.1% | +14.2% | +19.9% | +31.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling