-5.7%
COF vs AMRZ
-24.2%
+18.5%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.4% | +0.5% |
| 7D | -5.1% | -7.5% | +2.4% | -2.5% |
| 30D | -6.0% | -12.4% | +6.4% | -1.6% |
| 3M | +14.8% | -22.4% | +37.2% | +24.9% |
| 6M | +15.3% | -29.5% | +44.9% | +28.6% |
| YTD | -13.0% | -24.1% | +11.1% | -5.4% |
| 1Y | -5.7% | -26.3% | +20.5% | -4.7% |
| All | -5.7% | -24.2% | +18.5% | -4.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AMRZ.
Daily Out/Under-Performance
Portfolio return minus AMRZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMRZ 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 1y: compounded portfolio wealth divided by compounded AMRZ 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…
1y analysis · Full analysis span regression · 6 months rolling