+191.7%
COP vs AME
+85.0%
+106.7%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | -0.8% | +2.8% | -3.6% | -1.7% |
| 30D | +15.6% | -6.3% | +21.9% | +17.9% |
| 3M | +14.3% | +5.4% | +9.0% | +11.5% |
| 6M | +17.0% | +7.4% | +9.5% | +12.3% |
| YTD | +47.4% | +16.2% | +31.3% | +36.3% |
| 1Y | +52.4% | +26.8% | +25.6% | +34.8% |
| 3Y | +20.8% | +57.5% | -36.7% | -4.4% |
| 5Y | +191.7% | +84.8% | +106.8% | +110.7% |
| All | +191.7% | +85.0% | +106.7% | +110.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling