+48.2%
COF vs AMIX
-100.0%
+148.2%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -20.0% | +20.6% | +0.8% |
| 7D | -4.5% | -8.1% | +3.6% | -4.4% |
| 30D | -2.0% | -52.3% | +50.3% | -1.6% |
| 3M | -9.7% | -83.8% | +74.0% | -8.7% |
| 6M | +8.0% | -79.0% | +87.0% | +7.4% |
| YTD | -17.7% | -87.2% | +69.5% | -17.8% |
| 1Y | -9.3% | -91.7% | +82.4% | -9.1% |
| All | +48.2% | -100.0% | +148.2% | +51.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling