+340.2%
COP vs AME
+425.2%
-85.0%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.6% | +1.7% | +1.5% |
| 7D | -0.5% | +1.3% | -1.8% | -1.4% |
| 30D | +11.7% | -6.6% | +18.3% | +16.7% |
| 3M | +17.7% | +3.0% | +14.7% | +13.6% |
| 6M | +18.3% | +5.3% | +13.0% | +10.4% |
| YTD | +49.1% | +15.4% | +33.6% | +29.1% |
| 1Y | +53.3% | +26.8% | +26.5% | +22.5% |
| 3Y | +22.2% | +56.5% | -34.4% | -20.3% |
| 5Y | +193.3% | +85.2% | +108.1% | +59.0% |
| 10Y | +340.2% | +428.5% | -88.3% | +14.3% |
| All | +340.2% | +425.2% | -85.0% | +14.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling