+8,077.9%
AMD vs COF
+202.4%
+7,875.6%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.7% | -3.0% | +17.7% | +16.0% |
| 7D | +6.5% | -6.2% | +12.6% | +9.3% |
| 30D | -15.3% | -1.7% | -13.6% | -14.8% |
| 3M | +9.7% | -10.2% | +20.0% | +14.6% |
| 6M | +13.2% | +4.2% | +9.0% | +10.1% |
| YTD | +140.6% | -18.2% | +158.8% | +157.5% |
| 1Y | +111.2% | -9.7% | +120.9% | +115.8% |
| 3Y | +334.4% | +95.0% | +239.4% | +209.9% |
| 5Y | +268.3% | +36.8% | +231.5% | +198.7% |
| 10Y | +8,077.9% | +192.6% | +7,885.3% | +5,213.1% |
| All | +8,077.9% | +202.4% | +7,875.6% | +5,213.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling