-5.1%
COF vs AMDL
+108.7%
-113.7%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.7% | -2.8% | -1.2% |
| 7D | +0.7% | -30.7% | +31.4% | +1.6% |
| 30D | +5.7% | -43.8% | +49.5% | +7.2% |
| 3M | -6.7% | -24.5% | +17.8% | -6.4% |
| 6M | +9.5% | +44.7% | -35.2% | +5.7% |
| YTD | -13.9% | +204.0% | -217.9% | -22.0% |
| 1Y | -5.1% | +109.1% | -114.1% | -12.4% |
| All | -5.1% | +108.7% | -113.7% | -12.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AMDL.
Daily Out/Under-Performance
Portfolio return minus AMDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMDL 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 AMDL 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