+205.3%
COPX vs AMP
+1,516.8%
-1,311.5%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.9% | +1.8% | +1.5% |
| 7D | +6.0% | 0.0% | +6.0% | +5.9% |
| 30D | +6.4% | -1.0% | +7.4% | +7.0% |
| 3M | +19.3% | +23.2% | -4.0% | +4.3% |
| 6M | +16.2% | +20.4% | -4.2% | +2.9% |
| YTD | +33.2% | +13.6% | +19.5% | +21.2% |
| 1Y | +90.2% | +13.4% | +76.9% | +73.0% |
| 3Y | +175.7% | +66.5% | +109.2% | +91.0% |
| 5Y | +193.1% | +120.2% | +72.9% | +66.3% |
| 10Y | +619.4% | +576.5% | +42.9% | +71.8% |
| All | +205.3% | +1,516.8% | -1,311.5% | -64.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling