+58.5%
AMAT vs COF
-8.0%
+66.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | -1.6% | +13.0% | +11.9% |
| 7D | -1.1% | -5.8% | +4.7% | +1.0% |
| 30D | -26.9% | -0.3% | -26.6% | -26.7% |
| 3M | -31.2% | -8.5% | -22.7% | -29.3% |
| 6M | -14.7% | +5.6% | -20.3% | -17.4% |
| YTD | +44.7% | -17.1% | +61.8% | +45.0% |
| All | +58.5% | -8.0% | +66.5% | +48.7% |
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