+45.4%
COF vs AME
+82.6%
-37.2%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.9% | -0.9% | -1.1% |
| 7D | -6.1% | 0.0% | -6.1% | -6.1% |
| 30D | -5.2% | -8.6% | +3.4% | +1.6% |
| 3M | +17.0% | +5.8% | +11.2% | +11.3% |
| 6M | +12.9% | +3.8% | +9.1% | +8.6% |
| YTD | -13.5% | +14.4% | -28.0% | -23.5% |
| 1Y | -5.9% | +25.8% | -31.6% | -23.3% |
| 3Y | +117.1% | +55.2% | +62.0% | +46.7% |
| 5Y | +45.4% | +85.5% | -40.1% | -18.1% |
| All | +45.4% | +82.6% | -37.2% | -18.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 5y: compounded portfolio wealth divided by compounded AME 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…
5y analysis · Full analysis span regression · 6 months rolling