+110.7%
COP vs AME
+76.7%
+34.0%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +4.2% | -5.5% | -2.6% |
| 7D | -8.4% | -1.5% | -6.9% | -8.1% |
| 30D | +0.3% | -4.2% | +4.4% | +1.4% |
| 3M | +15.1% | -5.9% | +21.0% | +16.9% |
| 6M | +19.8% | +2.8% | +16.9% | +17.3% |
| YTD | +46.8% | +16.6% | +30.2% | +34.8% |
| 1Y | +59.7% | +22.1% | +37.6% | +43.4% |
| 3Y | +28.7% | +64.7% | -36.0% | -1.2% |
| 5Y | +110.7% | +76.6% | +34.1% | +46.4% |
| All | +110.7% | +76.7% | +34.0% | +46.4% |
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