+51.8%
COF vs AMIX
-100.0%
+151.8%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | -1.5% | -16.0% | +14.6% | -1.3% |
| 30D | +3.0% | -55.4% | +58.5% | +3.6% |
| 3M | -7.9% | -87.5% | +79.6% | -6.7% |
| 6M | +5.2% | -81.2% | +86.4% | +4.8% |
| YTD | -15.7% | -86.8% | +71.1% | -15.8% |
| 1Y | -5.5% | -91.6% | +86.1% | -5.2% |
| All | +51.8% | -100.0% | +151.8% | +55.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling