+957.8%
AAOI vs COF
+280.0%
+677.8%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.6% | +1.4% | +1.7% |
| 7D | -0.2% | -5.1% | +5.0% | +2.8% |
| 30D | -23.7% | -6.0% | -17.7% | -21.1% |
| 3M | -39.0% | +14.8% | -53.9% | -43.9% |
| 6M | -17.0% | +15.3% | -32.4% | -25.0% |
| YTD | +202.2% | -13.0% | +215.3% | +215.8% |
| 1Y | +292.4% | -5.7% | +298.1% | +292.9% |
| 3Y | +804.4% | +118.1% | +686.2% | +519.8% |
| 5Y | +1,318.0% | +46.2% | +1,271.8% | +1,030.2% |
| 10Y | +436.7% | +246.1% | +190.7% | +139.1% |
| All | +957.8% | +280.0% | +677.8% | +372.8% |
Cumulative growth
Daily Returns
Daily percentage return beside COF.
Daily Out/Under-Performance
Portfolio return minus COF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COF 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 COF 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