+4,492.0%
COP vs AME
+18,709.1%
-14,217.1%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.5% | -2.6% | -1.7% |
| 7D | +3.0% | +0.6% | +2.4% | +2.7% |
| 30D | +17.5% | -6.7% | +24.2% | +20.4% |
| 3M | +13.4% | +4.1% | +9.3% | +10.9% |
| 6M | +17.7% | +1.6% | +16.2% | +15.2% |
| YTD | +46.6% | +16.1% | +30.4% | +36.0% |
| 1Y | +44.6% | +27.3% | +17.3% | +29.0% |
| 3Y | +20.7% | +50.9% | -30.2% | -0.1% |
| 5Y | +185.0% | +81.4% | +103.7% | +117.7% |
| 10Y | +347.0% | +417.0% | -70.0% | +146.0% |
| All | +4,492.0% | +18,709.1% | -14,217.1% | +1,344.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling