+153.3%
AMAT vs COF
+95.3%
+58.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.8% | -3.5% | -3.1% |
| 7D | +11.4% | -3.4% | +14.7% | +12.9% |
| 30D | -17.0% | +0.4% | -17.4% | -17.2% |
| 3M | -30.6% | -12.5% | -18.1% | -26.8% |
| 6M | -14.9% | +8.3% | -23.2% | -18.6% |
| YTD | +44.7% | -18.6% | +63.2% | +55.0% |
| 1Y | +66.9% | -8.6% | +75.5% | +69.4% |
| 3Y | +153.3% | +94.7% | +58.6% | +107.8% |
| All | +153.3% | +95.3% | +58.0% | +107.8% |
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 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