-5.1%
COF vs AMCR
+32.3%
-37.3%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.3% | -4.4% | -2.2% |
| 7D | +0.7% | +6.2% | -5.5% | -1.4% |
| 30D | +5.7% | +16.0% | -10.3% | +0.5% |
| 3M | -6.7% | +4.4% | -11.1% | -8.2% |
| 6M | +9.5% | +35.5% | -26.0% | -0.4% |
| YTD | -13.9% | +21.5% | -35.4% | -20.2% |
| 1Y | -5.1% | +30.7% | -35.8% | -12.9% |
| All | -5.1% | +32.3% | -37.3% | -12.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 AMCR 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