-5.9%
COF vs AMT
-7.4%
+1.5%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.4% | -0.4% | -1.8% |
| 7D | -6.1% | -2.7% | -3.4% | -6.2% |
| 30D | -5.2% | +2.0% | -7.2% | -5.1% |
| 3M | +17.0% | -9.3% | +26.3% | +16.6% |
| 6M | +12.9% | -5.2% | +18.1% | +12.2% |
| YTD | -13.5% | +0.5% | -14.0% | -13.8% |
| 1Y | -5.9% | -7.3% | +1.4% | -6.9% |
| All | -5.9% | -7.4% | +1.5% | -6.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AMT.
Daily Out/Under-Performance
Portfolio return minus AMT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMT 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 AMT 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