+50.0%
COF vs AMDL
+119.6%
-69.6%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +14.3% | -13.7% | -0.3% |
| 7D | -4.5% | +18.5% | -23.0% | -6.4% |
| 30D | -2.0% | -24.2% | +22.2% | -1.5% |
| 3M | -9.7% | +11.5% | -21.2% | -12.4% |
| 6M | +8.0% | -1.0% | +9.0% | +2.8% |
| YTD | -17.7% | +260.3% | -278.0% | -33.8% |
| 1Y | -9.3% | +178.2% | -187.5% | -25.4% |
| All | +50.0% | +119.6% | -69.6% | -2.1% |
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