+57.6%
COF vs AMDL
+115.6%
-58.0%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -6.7% | +4.9% | -1.3% |
| 7D | -6.1% | +20.7% | -26.8% | -7.5% |
| 30D | -5.2% | +9.4% | -14.6% | -6.1% |
| 3M | +17.0% | +5.6% | +11.4% | +13.8% |
| 6M | +12.9% | +340.3% | -327.4% | -7.3% |
| YTD | -13.5% | +253.6% | -267.2% | -29.0% |
| 1Y | -5.9% | +443.4% | -449.2% | -29.2% |
| All | +57.6% | +115.6% | -58.0% | +5.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling