+5,709.6%
COF vs AME
+11,560.7%
-5,851.1%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | 0.0% | -2.6% | -2.6% |
| 7D | +1.2% | +2.8% | -1.5% | -0.6% |
| 30D | -1.4% | -6.3% | +4.9% | +2.9% |
| 3M | +19.0% | +5.4% | +13.6% | +14.6% |
| 6M | +14.9% | +7.4% | +7.4% | +8.8% |
| YTD | -10.7% | +16.2% | -26.8% | -19.8% |
| 1Y | -1.3% | +26.8% | -28.1% | -16.8% |
| 3Y | +124.3% | +57.5% | +66.8% | +63.0% |
| 5Y | +51.1% | +84.8% | -33.7% | -1.1% |
| 10Y | +252.4% | +424.3% | -171.9% | +23.3% |
| All | +5,709.6% | +11,560.7% | -5,851.1% | +517.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling