+60.7%
COP vs AMT
+13.5%
+47.2%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +4.0% | -9.2% | -5.7% |
| 7D | -8.1% | +6.0% | -14.2% | -8.9% |
| 30D | +6.7% | +20.1% | -13.4% | +3.9% |
| 3M | +16.9% | +12.4% | +4.5% | +15.0% |
| 6M | +11.2% | +9.9% | +1.2% | +9.6% |
| YTD | +49.5% | +14.4% | +35.1% | +42.9% |
| 1Y | +60.7% | +12.4% | +48.2% | +55.2% |
| All | +60.7% | +13.5% | +47.2% | +55.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AMT.
Daily Out/Under-Performance
Portfolio return minus AMT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMT 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 AMT 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