+7,765.4%
AMD vs COF
+185.2%
+7,580.2%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +0.8% | -9.5% | -9.1% |
| 7D | +18.9% | -3.4% | +22.3% | +20.5% |
| 30D | -6.4% | +0.4% | -6.8% | -6.8% |
| 3M | +10.6% | -12.5% | +23.1% | +16.8% |
| 6M | +19.9% | +8.3% | +11.6% | +14.7% |
| YTD | +149.4% | -18.6% | +167.9% | +167.4% |
| 1Y | +115.4% | -8.6% | +124.0% | +118.8% |
| 3Y | +357.3% | +94.7% | +262.6% | +226.8% |
| 5Y | +261.1% | +35.3% | +225.8% | +194.2% |
| All | +7,765.4% | +185.2% | +7,580.2% | +5,023.7% |
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