+118.1%
COF vs AMKR
+135.2%
-17.0%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.4% | -3.9% | -0.2% |
| 7D | -5.1% | +8.3% | -13.4% | -6.6% |
| 30D | -6.0% | -6.8% | +0.7% | -5.3% |
| 3M | +14.8% | -31.9% | +46.8% | +20.5% |
| 6M | +15.3% | +18.4% | -3.0% | +3.7% |
| YTD | -13.0% | +31.7% | -44.7% | -25.0% |
| 1Y | -5.7% | +105.2% | -111.0% | -29.4% |
| 3Y | +118.1% | +147.7% | -29.6% | +49.1% |
| All | +118.1% | +135.2% | -17.0% | +49.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AMKR.
Daily Out/Under-Performance
Portfolio return minus AMKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMKR 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 AMKR 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