+129.7%
COP vs AMT
-18.7%
+148.4%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.2% | +1.8% | +1.6% |
| 7D | +3.4% | -2.2% | +5.6% | +3.6% |
| 30D | -0.6% | +5.8% | -6.4% | -1.2% |
| 3M | +10.8% | +12.6% | -1.8% | +9.3% |
| 6M | +19.6% | +8.3% | +11.3% | +18.4% |
| YTD | +52.9% | +11.4% | +41.5% | +50.7% |
| 1Y | +62.2% | +7.7% | +54.5% | +60.4% |
| 3Y | +32.4% | +14.8% | +17.6% | +27.0% |
| 5Y | +129.7% | -18.0% | +147.7% | +133.2% |
| All | +129.7% | -18.7% | +148.4% | +133.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling