+256.1%
COF vs AMP
+2,095.9%
-1,839.7%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.3% | -2.1% | -2.0% |
| 7D | -6.1% | -2.0% | -4.0% | -4.6% |
| 30D | -5.2% | -1.7% | -3.5% | -3.9% |
| 3M | +17.0% | +23.2% | -6.2% | -0.3% |
| 6M | +12.9% | +22.2% | -9.3% | -3.5% |
| YTD | -13.5% | +14.0% | -27.5% | -22.1% |
| 1Y | -5.9% | +14.0% | -19.9% | -15.3% |
| 3Y | +117.1% | +67.0% | +50.1% | +47.4% |
| 5Y | +45.4% | +123.2% | -77.8% | -21.0% |
| 10Y | +244.1% | +578.5% | -334.4% | -21.4% |
| All | +256.1% | +2,095.9% | -1,839.7% | -67.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AMP.
Daily Out/Under-Performance
Portfolio return minus AMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMP 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 AMP 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