+4,499.1%
COP vs AME
+18,777.7%
-14,278.6%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +4.2% | -5.5% | -2.9% |
| 7D | -8.4% | -1.5% | -6.9% | -8.0% |
| 30D | +0.3% | -4.2% | +4.4% | +1.6% |
| 3M | +15.1% | -5.9% | +21.0% | +17.1% |
| 6M | +19.8% | +2.8% | +16.9% | +17.0% |
| YTD | +46.8% | +16.6% | +30.2% | +35.4% |
| 1Y | +59.7% | +22.1% | +37.6% | +44.5% |
| 3Y | +28.7% | +64.7% | -36.0% | +2.7% |
| 5Y | +110.7% | +76.6% | +34.1% | +62.1% |
| 10Y | +298.3% | +443.9% | -145.6% | +114.8% |
| All | +4,499.1% | +18,777.7% | -14,278.6% | +1,338.1% |
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