+1,665.8%
AMAT vs COF
+255.6%
+1,410.2%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -2.6% | +6.5% | +5.3% |
| 7D | +7.0% | +1.2% | +5.8% | +6.2% |
| 30D | -12.2% | -1.4% | -10.8% | -11.9% |
| 3M | -3.8% | +19.0% | -22.9% | -12.8% |
| 6M | +45.9% | +14.9% | +31.0% | +34.5% |
| YTD | +84.6% | -10.7% | +95.3% | +91.8% |
| 1Y | +193.4% | -1.3% | +194.6% | +188.1% |
| 3Y | +228.1% | +124.3% | +103.8% | +100.2% |
| 5Y | +268.9% | +51.1% | +217.8% | +170.7% |
| 10Y | +1,665.8% | +252.4% | +1,413.4% | +733.2% |
| All | +1,665.8% | +255.6% | +1,410.2% | +733.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling