+325.0%
COP vs AMT
+134.0%
+191.0%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.1% | +1.7% | +1.7% |
| 7D | +0.7% | -2.4% | +3.0% | +1.2% |
| 30D | +0.2% | +4.2% | -4.0% | -0.8% |
| 3M | +10.2% | +13.4% | -3.2% | +6.8% |
| 6M | +20.1% | +9.4% | +10.7% | +17.1% |
| YTD | +50.5% | +11.7% | +38.8% | +45.4% |
| 1Y | +56.8% | +7.1% | +49.7% | +53.0% |
| 3Y | +30.3% | +15.1% | +15.2% | +21.0% |
| 5Y | +126.8% | -17.9% | +144.7% | +129.9% |
| 10Y | +325.0% | +133.5% | +191.4% | +315.8% |
| All | +325.0% | +134.0% | +191.0% | +315.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling