+321.1%
COP vs AMCR
+96.6%
+224.4%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +12.7% | +39.7% | +42.0% |
| 3Y | +20.8% | +9.6% | +11.2% | +11.7% |
| 5Y | +191.7% | -10.3% | +202.0% | +189.0% |
| 10Y | +325.1% | +16.5% | +308.6% | +252.8% |
| All | +321.1% | +96.6% | +224.4% | +248.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling