+118.1%
COF vs AMCR
+6.5%
+111.7%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.6% | +2.2% | +1.1% |
| 7D | -5.1% | -6.3% | +1.1% | -3.0% |
| 30D | -6.0% | -7.8% | +1.8% | -3.4% |
| 3M | +14.8% | +7.5% | +7.3% | +12.1% |
| 6M | +15.3% | +2.7% | +12.6% | +13.7% |
| YTD | -13.0% | +6.0% | -19.1% | -15.8% |
| 1Y | -5.7% | +7.8% | -13.5% | -9.3% |
| 3Y | +118.1% | +5.8% | +112.3% | +105.0% |
| All | +118.1% | +6.5% | +111.7% | +105.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling