+62.8%
COF vs AMDL
+117.8%
-55.0%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +11.7% | -14.2% | -3.5% |
| 7D | +1.2% | +19.9% | -18.7% | -0.3% |
| 30D | -1.4% | +6.3% | -7.7% | -2.1% |
| 3M | +19.0% | -9.9% | +28.9% | +17.3% |
| 6M | +14.9% | +394.3% | -379.4% | -6.9% |
| YTD | -10.7% | +257.3% | -268.0% | -26.7% |
| 1Y | -1.3% | +508.5% | -509.8% | -26.9% |
| All | +62.8% | +117.8% | -55.0% | +8.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling