+188.1%
COF vs AMC
-98.7%
+286.8%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.2% | +1.8% | +0.7% |
| 7D | -4.5% | -2.8% | -1.6% | -4.4% |
| 30D | -2.0% | +14.0% | -16.0% | -2.7% |
| 3M | -9.7% | +42.5% | -52.2% | -11.6% |
| 6M | +8.0% | +142.6% | -134.5% | +2.1% |
| YTD | -17.7% | +119.2% | -137.0% | -22.1% |
| 1Y | -9.3% | +40.7% | -50.1% | -12.3% |
| 3Y | +96.3% | -57.3% | +153.6% | +95.1% |
| 5Y | +37.0% | -99.1% | +136.1% | +53.5% |
| 10Y | +188.1% | -98.7% | +286.8% | +140.4% |
| All | +188.1% | -98.7% | +286.8% | +140.4% |
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