+57.2%
COP vs AMIX
-90.1%
+147.3%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +11.8% | -13.2% | -1.3% |
| 7D | -8.4% | +1.2% | -9.6% | -8.4% |
| 30D | +0.3% | -45.3% | +45.6% | +0.1% |
| 3M | +15.1% | -83.1% | +98.2% | +14.4% |
| 6M | +19.8% | -76.9% | +96.6% | +16.9% |
| YTD | +46.8% | -85.3% | +132.1% | +41.8% |
| All | +57.2% | -90.1% | +147.3% | +50.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AMIX.
Daily Out/Under-Performance
Portfolio return minus AMIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMIX 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 AMIX 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