-8.6%
COF vs AMC
+33.2%
-41.8%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.7% | +3.5% | +0.9% |
| 7D | -3.4% | +3.5% | -6.9% | -3.6% |
| 30D | +0.4% | +12.5% | -12.1% | -0.6% |
| 3M | -12.5% | +23.6% | -36.1% | -14.2% |
| 6M | +8.3% | +144.4% | -136.1% | -3.3% |
| YTD | -18.6% | +108.3% | -126.9% | -26.4% |
| 1Y | -8.6% | +38.9% | -47.5% | -10.6% |
| All | -8.6% | +33.2% | -41.8% | -10.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling