+1,693.7%
COP vs AMT
+1,431.6%
+262.1%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.7% | +3.3% | +0.9% |
| 7D | -11.5% | +0.5% | -12.1% | -11.6% |
| 30D | +5.0% | +13.6% | -8.7% | +3.1% |
| 3M | +17.5% | +11.5% | +6.0% | +15.7% |
| 6M | +16.2% | +6.9% | +9.3% | +14.9% |
| YTD | +48.8% | +10.8% | +38.0% | +46.2% |
| 1Y | +64.1% | +10.3% | +53.8% | +61.3% |
| 3Y | +25.7% | +12.4% | +13.3% | +22.0% |
| 5Y | +114.4% | -20.1% | +134.4% | +115.7% |
| 10Y | +331.7% | +116.8% | +214.8% | +283.3% |
| All | +1,693.7% | +1,431.6% | +262.1% | +1,088.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling