+262,336.6%
AMZN vs COF
+2,470.0%
+259,866.5%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.6% | +2.0% | +0.3% |
| 7D | +0.8% | +1.2% | -0.4% | +0.4% |
| 30D | -6.4% | -1.4% | -5.0% | -6.0% |
| 3M | +4.8% | +19.0% | -14.2% | -1.4% |
| 6M | +20.5% | +14.9% | +5.6% | +14.6% |
| YTD | +11.3% | -10.7% | +22.0% | +14.3% |
| 1Y | +9.0% | -1.3% | +10.2% | +8.0% |
| 3Y | +85.9% | +124.3% | -38.4% | +38.9% |
| 5Y | +45.8% | +51.1% | -5.4% | +22.2% |
| 10Y | +555.5% | +252.4% | +303.1% | +270.7% |
| All | +262,336.6% | +2,470.0% | +259,866.5% | +45,433.0% |
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