+51.1%
COF vs AMT
-31.2%
+82.3%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.1% | -2.5% | -2.6% |
| 7D | +1.2% | -0.2% | +1.4% | +1.3% |
| 30D | -1.4% | +1.8% | -3.2% | -1.8% |
| 3M | +19.0% | -6.2% | +25.2% | +20.2% |
| 6M | +14.9% | -5.0% | +19.9% | +15.6% |
| YTD | -10.7% | +2.1% | -12.7% | -11.8% |
| 1Y | -1.3% | -5.7% | +4.5% | -0.9% |
| 3Y | +124.3% | +7.9% | +116.4% | +101.2% |
| 5Y | +51.1% | -32.3% | +83.5% | +52.2% |
| All | +51.1% | -31.2% | +82.3% | +52.2% |
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