+60.9%
COF vs AMIX
-99.9%
+160.8%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.2% | -2.4% | -2.6% |
| 7D | +1.2% | -3.4% | +4.6% | +1.3% |
| 30D | -1.4% | -54.4% | +53.0% | -1.0% |
| 3M | +19.0% | -45.7% | +64.8% | +17.9% |
| 6M | +14.9% | -49.2% | +64.0% | +13.8% |
| YTD | -10.7% | -60.3% | +49.7% | -11.4% |
| 1Y | -1.3% | -81.4% | +80.1% | -1.3% |
| All | +60.9% | -99.9% | +160.8% | +63.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling