+53.6%
AA vs COO
+40.7%
+12.9%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +2.5% | +3.2% | +4.4% |
| 7D | +4.8% | +4.3% | +0.5% | +2.5% |
| 30D | -0.6% | +17.6% | -18.2% | -9.2% |
| 3M | -16.3% | -13.9% | -2.4% | -10.5% |
| 6M | -33.4% | +6.6% | -40.0% | -37.9% |
| YTD | -20.7% | -22.0% | +1.3% | -11.6% |
| 1Y | +12.9% | -8.8% | +21.7% | +14.4% |
| 3Y | +75.7% | -21.5% | +97.2% | +86.8% |
| 5Y | -6.8% | -41.0% | +34.2% | +14.9% |
| 10Y | +53.6% | +40.9% | +12.7% | +38.5% |
| All | +53.6% | +40.7% | +12.9% | +38.5% |
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