+14,325.6%
AMAT vs COF
+5,381.3%
+8,944.3%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.0% | +5.2% | +4.6% |
| 7D | -14.7% | -1.5% | -13.3% | -14.3% |
| 30D | -36.1% | +3.0% | -39.1% | -36.8% |
| 3M | -36.9% | -7.9% | -28.9% | -35.1% |
| 6M | -22.2% | +5.2% | -27.4% | -24.0% |
| YTD | +29.9% | -15.7% | +45.7% | +36.6% |
| 1Y | +43.3% | -5.5% | +48.7% | +44.5% |
| 3Y | +142.7% | +100.5% | +42.1% | +83.4% |
| 5Y | +126.2% | +42.3% | +83.9% | +91.4% |
| 10Y | +1,211.7% | +228.7% | +983.0% | +697.7% |
| All | +14,325.6% | +5,381.3% | +8,944.3% | +2,743.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling