+8.1%
COF vs AMRZ
-17.3%
+25.3%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -4.3% | +1.7% | -1.2% |
| 7D | +1.2% | -2.0% | +3.2% | +1.9% |
| 30D | -1.4% | -9.8% | +8.4% | +1.9% |
| 3M | +19.0% | -17.2% | +36.3% | +26.1% |
| 6M | +14.9% | -26.9% | +41.8% | +25.5% |
| YTD | -10.7% | -21.5% | +10.8% | -4.2% |
| 1Y | -1.3% | -22.9% | +21.6% | +5.1% |
| All | +8.1% | -17.3% | +25.3% | +12.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling