+51.1%
COF vs AMC
-99.5%
+150.6%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -3.4% | +0.8% | -2.3% |
| 7D | +1.2% | -0.8% | +2.0% | +1.3% |
| 30D | -1.4% | -1.2% | -0.2% | -1.4% |
| 3M | +19.0% | +42.2% | -23.2% | +14.7% |
| 6M | +14.9% | +118.8% | -103.9% | +6.5% |
| YTD | -10.7% | +64.1% | -74.8% | -15.6% |
| 1Y | -1.3% | -9.5% | +8.3% | -2.9% |
| 3Y | +124.3% | -64.3% | +188.7% | +126.4% |
| 5Y | +51.1% | -99.5% | +150.6% | +98.2% |
| All | +51.1% | -99.5% | +150.6% | +98.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling