+35.7%
COF vs AMT
-15.7%
+51.4%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.0% | -0.2% | +0.6% |
| 7D | -3.4% | +1.5% | -4.9% | -3.6% |
| 30D | +0.4% | +6.8% | -6.4% | -0.9% |
| 3M | -12.5% | +11.2% | -23.7% | -14.3% |
| 6M | +8.3% | +12.5% | -4.2% | +5.5% |
| YTD | -18.6% | +12.5% | -31.1% | -21.1% |
| 1Y | -8.6% | +10.1% | -18.7% | -11.1% |
| 3Y | +94.7% | +16.0% | +78.6% | +73.2% |
| All | +35.7% | -15.7% | +51.4% | +29.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling