-8.5%
COF vs AMIX
-90.1%
+81.6%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +11.8% | -13.5% | -1.7% |
| 7D | -5.8% | +1.2% | -7.0% | -5.8% |
| 30D | -0.3% | -45.3% | +45.0% | -0.1% |
| 3M | -8.5% | -83.1% | +74.6% | -7.9% |
| 6M | +5.6% | -76.9% | +82.5% | +5.8% |
| YTD | -17.1% | -85.3% | +68.2% | -18.5% |
| All | -8.5% | -90.1% | +81.6% | -11.2% |
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