+247.2%
AMAT vs COF
+52.8%
+194.4%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.4% | +4.7% | +4.5% |
| 7D | -1.5% | +1.8% | -3.3% | -2.5% |
| 30D | -14.8% | -0.6% | -14.2% | -14.8% |
| 3M | -9.3% | +20.3% | -29.6% | -18.0% |
| 6M | +27.4% | +13.0% | +14.4% | +18.5% |
| YTD | +77.6% | -8.3% | +85.9% | +82.1% |
| 1Y | +188.9% | -1.5% | +190.4% | +183.9% |
| 3Y | +202.3% | +122.3% | +80.0% | +80.4% |
| All | +247.2% | +52.8% | +194.4% | +141.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling