+234.4%
AMD vs COF
-2.6%
+237.0%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.4% | +4.5% | +3.4% |
| 7D | +14.0% | -2.7% | +16.7% | +14.7% |
| 30D | +11.0% | -3.4% | +14.3% | +11.9% |
| 3M | +9.6% | +15.4% | -5.8% | +4.7% |
| 6M | +157.1% | +14.4% | +142.7% | +144.2% |
| YTD | +143.3% | -12.0% | +155.3% | +144.3% |
| 1Y | +234.4% | -3.7% | +238.2% | +224.2% |
| All | +234.4% | -2.6% | +237.0% | +224.2% |
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