+30.8%
COP vs AMIX
-99.9%
+130.6%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.9% | +0.8% | -1.1% |
| 7D | +3.0% | -13.7% | +16.7% | +3.0% |
| 30D | +17.5% | -62.1% | +79.6% | +17.4% |
| 3M | +13.4% | -46.2% | +59.5% | +13.6% |
| 6M | +17.7% | -46.4% | +64.2% | +18.0% |
| YTD | +46.6% | -60.3% | +106.8% | +47.1% |
| 1Y | +44.6% | -79.7% | +124.3% | +45.6% |
| All | +30.8% | -99.9% | +130.6% | +37.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling