+8,017.8%
AMD vs COF
+255.6%
+7,762.3%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -2.6% | +8.5% | +7.0% |
| 7D | +10.0% | +1.2% | +8.8% | +9.3% |
| 30D | +4.6% | -1.4% | +6.0% | +5.1% |
| 3M | +3.1% | +19.0% | -15.9% | -5.0% |
| 6M | +162.8% | +14.9% | +147.9% | +144.7% |
| YTD | +136.2% | -10.7% | +146.8% | +143.8% |
| 1Y | +234.0% | -1.3% | +235.3% | +228.6% |
| 3Y | +376.7% | +124.3% | +252.4% | +220.4% |
| 5Y | +376.3% | +51.1% | +325.2% | +270.3% |
| 10Y | +8,017.8% | +252.4% | +7,765.5% | +4,472.7% |
| All | +8,017.8% | +255.6% | +7,762.3% | +4,472.7% |
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