+301.8%
AMD vs COF
+99.3%
+202.5%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -1.0% | +12.0% | +11.5% |
| 7D | -11.0% | -1.5% | -9.6% | -10.5% |
| 30D | -30.5% | +3.0% | -33.5% | -31.5% |
| 3M | -8.2% | -7.9% | -0.3% | -4.9% |
| 6M | +6.6% | +5.2% | +1.4% | +3.1% |
| YTD | +109.7% | -15.7% | +125.4% | +123.1% |
| 1Y | +88.9% | -5.5% | +94.4% | +88.7% |
| 3Y | +301.8% | +100.5% | +201.3% | +185.2% |
| All | +301.8% | +99.3% | +202.5% | +185.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling