+188.3%
AMAT vs COF
-2.6%
+190.9%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.4% | +0.6% | -0.4% |
| 7D | +6.9% | -2.7% | +9.6% | +7.8% |
| 30D | -10.1% | -3.4% | -6.7% | -9.3% |
| 3M | -6.0% | +15.4% | -21.4% | -11.6% |
| 6M | +38.6% | +14.4% | +24.2% | +30.2% |
| YTD | +83.1% | -12.0% | +95.1% | +83.4% |
| 1Y | +188.3% | -3.7% | +192.1% | +181.6% |
| All | +188.3% | -2.6% | +190.9% | +181.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling