+8,146.1%
AMGN vs COF
+5,625.4%
+2,520.6%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +1.0% | -0.2% |
| 7D | -11.6% | -2.7% | -9.0% | -11.2% |
| 30D | -5.7% | -3.4% | -2.3% | -5.1% |
| 3M | +14.2% | +15.4% | -1.2% | +11.2% |
| 6M | +5.2% | +14.4% | -9.2% | +2.4% |
| YTD | +22.0% | -12.0% | +34.0% | +24.0% |
| 1Y | +43.6% | -3.7% | +47.4% | +43.4% |
| 3Y | +65.0% | +121.1% | -56.1% | +39.1% |
| 5Y | +112.0% | +47.8% | +64.2% | +88.0% |
| 10Y | +216.6% | +250.3% | -33.8% | +126.3% |
| All | +8,146.1% | +5,625.4% | +2,520.6% | +2,578.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling