+149.1%
COPX vs AMP
+66.7%
+82.4%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.7% | -0.8% | -0.4% |
| 7D | -2.3% | -0.5% | -1.8% | -2.1% |
| 30D | +0.3% | -1.3% | +1.6% | +0.8% |
| 3M | +6.8% | +24.2% | -17.4% | -3.9% |
| 6M | +7.9% | +24.6% | -16.6% | -3.1% |
| YTD | +23.7% | +14.8% | +8.9% | +14.4% |
| 1Y | +71.5% | +12.8% | +58.8% | +59.7% |
| 3Y | +149.1% | +69.0% | +80.1% | +70.8% |
| All | +149.1% | +66.7% | +82.4% | +70.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AMP.
Daily Out/Under-Performance
Portfolio return minus AMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMP 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 3y: compounded portfolio wealth divided by compounded AMP 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…
3y analysis · Full analysis span regression · 6 months rolling