+60.7%
COP vs AME
+21.1%
+39.6%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -4.6% | -0.5% | -6.4% |
| 7D | -8.1% | -4.4% | -3.7% | -9.2% |
| 30D | +6.7% | -5.9% | +12.5% | +4.9% |
| 3M | +16.9% | -6.5% | +23.4% | +14.8% |
| 6M | +11.2% | +3.2% | +8.0% | +14.0% |
| YTD | +49.5% | +16.0% | +33.5% | +52.7% |
| 1Y | +60.7% | +20.4% | +40.2% | +62.6% |
| All | +60.7% | +21.1% | +39.6% | +62.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 AME 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