+53.3%
COP vs AME
+26.4%
+26.9%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.6% | +1.7% | +0.9% |
| 7D | -0.5% | +1.3% | -1.8% | -0.1% |
| 30D | +11.7% | -6.6% | +18.3% | +10.0% |
| 3M | +17.7% | +3.0% | +14.7% | +18.8% |
| 6M | +18.3% | +5.3% | +13.0% | +20.7% |
| YTD | +49.1% | +15.4% | +33.6% | +49.4% |
| 1Y | +53.3% | +26.8% | +26.5% | +50.2% |
| All | +53.3% | +26.4% | +26.9% | +50.2% |
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