+199.0%
AMD vs COF
+40.9%
+158.2%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -1.0% | +12.0% | +11.6% |
| 7D | -11.0% | -1.5% | -9.6% | -10.4% |
| 30D | -30.5% | +3.0% | -33.5% | -31.8% |
| 3M | -8.2% | -7.9% | -0.3% | -4.1% |
| 6M | +6.6% | +5.2% | +1.4% | +2.1% |
| YTD | +109.7% | -15.7% | +125.4% | +125.8% |
| 1Y | +88.9% | -5.5% | +94.4% | +88.7% |
| 3Y | +301.8% | +100.5% | +201.3% | +131.9% |
| All | +199.0% | +40.9% | +158.2% | +113.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling