+16,051.9%
AMAT vs COF
+5,217.6%
+10,834.3%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.4% | +1.9% | +1.0% |
| 7D | -2.5% | -6.2% | +3.7% | -0.2% |
| 30D | -26.5% | -1.7% | -24.8% | -26.1% |
| 3M | -28.6% | -10.2% | -18.3% | -25.9% |
| 6M | -14.2% | +4.2% | -18.4% | -16.0% |
| YTD | +45.5% | -18.2% | +63.7% | +54.5% |
| 1Y | +59.3% | -9.7% | +69.1% | +63.3% |
| 3Y | +153.1% | +95.0% | +58.1% | +93.0% |
| 5Y | +158.2% | +36.8% | +121.3% | +121.4% |
| 10Y | +1,370.8% | +192.6% | +1,178.2% | +830.5% |
| All | +16,051.9% | +5,217.6% | +10,834.3% | +3,116.5% |
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