+45.0%
AA vs COO
+38.3%
+6.6%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.6% | -3.8% | -4.1% |
| 7D | +1.2% | +4.5% | -3.3% | -1.1% |
| 30D | -5.0% | +16.9% | -21.9% | -12.9% |
| 3M | -22.2% | -16.7% | -5.5% | -15.3% |
| 6M | -36.3% | +5.9% | -42.3% | -40.5% |
| YTD | -24.2% | -22.4% | -1.7% | -15.3% |
| 1Y | +3.9% | -10.1% | +14.0% | +6.1% |
| 3Y | +67.6% | -22.8% | +90.3% | +80.0% |
| 5Y | -8.8% | -41.4% | +32.6% | +12.8% |
| 10Y | +45.0% | +41.3% | +3.7% | +30.6% |
| All | +45.0% | +38.3% | +6.6% | +30.6% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 10y: compounded portfolio wealth divided by compounded COO 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…
10y analysis · Full analysis span regression · 6 months rolling