+5.9%
ABT vs COF
+116.3%
-110.4%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.6% | -1.9% | -1.4% |
| 7D | -5.9% | -5.1% | -0.7% | -5.5% |
| 30D | -8.1% | -6.0% | -2.1% | -7.6% |
| 3M | +14.5% | +14.8% | -0.3% | +13.3% |
| 6M | -6.3% | +15.3% | -21.6% | -7.3% |
| YTD | -17.1% | -13.0% | -4.1% | -16.7% |
| 1Y | -21.4% | -5.7% | -15.7% | -21.5% |
| 3Y | +5.9% | +118.1% | -112.2% | +3.6% |
| All | +5.9% | +116.3% | -110.4% | +3.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling