+250.3%
COF vs AMC
-99.0%
+349.3%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.9% | +2.5% | -1.3% |
| 7D | -2.7% | -6.8% | +4.2% | -2.3% |
| 30D | -3.4% | +1.7% | -5.0% | -3.5% |
| 3M | +15.4% | +26.8% | -11.4% | +13.2% |
| 6M | +14.4% | +117.7% | -103.3% | +8.7% |
| YTD | -12.0% | +57.7% | -69.7% | -15.1% |
| 1Y | -3.7% | -12.5% | +8.7% | -4.6% |
| 3Y | +121.1% | -65.7% | +186.8% | +122.1% |
| 5Y | +47.8% | -99.5% | +147.3% | +70.1% |
| 10Y | +250.3% | -99.0% | +349.3% | +197.5% |
| All | +250.3% | -99.0% | +349.3% | +197.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AMC.
Daily Out/Under-Performance
Portfolio return minus AMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMC 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 10y: compounded portfolio wealth divided by compounded AMC 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…
10y analysis · Full analysis span regression · 6 months rolling