+801.7%
COF vs AMKR
+331.6%
+470.1%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.5% | +1.8% | -1.0% |
| 7D | -6.1% | +5.5% | -11.6% | -7.3% |
| 30D | -5.2% | -8.6% | +3.5% | -3.8% |
| 3M | +17.0% | -28.7% | +45.7% | +22.0% |
| 6M | +12.9% | +13.3% | -0.4% | +4.4% |
| YTD | -13.5% | +26.1% | -39.6% | -22.7% |
| 1Y | -5.9% | +101.2% | -107.1% | -25.2% |
| 3Y | +117.1% | +127.7% | -10.6% | +61.9% |
| 5Y | +45.4% | +90.9% | -45.5% | +9.7% |
| 10Y | +244.1% | +512.5% | -268.4% | +86.6% |
| All | +801.7% | +331.6% | +470.1% | +199.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling