-5.1%
COF vs AMIX
-92.3%
+87.3%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.0% | +1.9% | -1.1% |
| 7D | +0.7% | -25.1% | +25.8% | +0.8% |
| 30D | +5.7% | -54.5% | +60.2% | +6.1% |
| 3M | -6.7% | -91.7% | +85.0% | -5.8% |
| 6M | +9.5% | -79.4% | +88.9% | +9.6% |
| YTD | -13.9% | -86.1% | +72.2% | -15.3% |
| 1Y | -5.1% | -91.6% | +86.5% | -8.0% |
| All | -5.1% | -92.3% | +87.3% | -8.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AMIX.
Daily Out/Under-Performance
Portfolio return minus AMIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMIX 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 1y: compounded portfolio wealth divided by compounded AMIX 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…
1y analysis · Full analysis span regression · 6 months rolling