-3.7%
COF vs AMIX
-81.1%
+77.3%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.2% | -1.4% |
| 7D | -2.7% | +1.6% | -4.2% | -2.7% |
| 30D | -3.4% | -50.8% | +47.4% | -3.1% |
| 3M | +15.4% | -46.3% | +61.7% | +15.7% |
| 6M | +14.4% | -49.9% | +64.3% | +14.2% |
| YTD | -12.0% | -60.4% | +48.5% | -13.2% |
| 1Y | -3.7% | -81.7% | +78.0% | -1.6% |
| All | -3.7% | -81.1% | +77.3% | -1.6% |
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 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