+186.4%
COP vs AMT
-31.6%
+218.0%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.1% | 0.0% | -1.0% |
| 7D | +3.0% | -0.2% | +3.2% | +3.0% |
| 30D | +17.5% | +4.6% | +12.9% | +16.9% |
| 3M | +13.4% | -8.4% | +21.8% | +14.2% |
| 6M | +17.7% | -6.0% | +23.8% | +18.2% |
| YTD | +46.6% | +2.1% | +44.5% | +45.9% |
| 1Y | +44.6% | -6.4% | +51.0% | +45.0% |
| 3Y | +20.7% | +8.1% | +12.6% | +16.5% |
| All | +186.4% | -31.6% | +218.0% | +199.7% |
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