+115.4%
AMD vs COF
-10.2%
+125.6%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +0.8% | -9.5% | -8.9% |
| 7D | +18.9% | -3.4% | +22.3% | +19.7% |
| 30D | -6.4% | +0.4% | -6.8% | -6.6% |
| 3M | +10.6% | -12.5% | +23.1% | +13.8% |
| 6M | +19.9% | +8.3% | +11.6% | +17.0% |
| YTD | +149.4% | -18.6% | +167.9% | +144.6% |
| 1Y | +115.4% | -8.6% | +124.0% | +104.2% |
| All | +115.4% | -10.2% | +125.6% | +104.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling