+124.8%
AA vs COO
+43.7%
+81.1%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.7% | +6.3% | +5.0% |
| 7D | +1.7% | -2.3% | +3.9% | +2.9% |
| 30D | +3.3% | -8.8% | +12.1% | +8.4% |
| 3M | -29.4% | +1.3% | -30.8% | -30.7% |
| 6M | -12.8% | -11.6% | -1.2% | -8.3% |
| YTD | -2.1% | -17.4% | +15.3% | +7.0% |
| 1Y | +62.8% | -1.6% | +64.4% | +59.6% |
| 3Y | +90.5% | -22.6% | +113.1% | +107.6% |
| 5Y | +19.1% | -40.3% | +59.4% | +47.6% |
| 10Y | +124.8% | +45.2% | +79.6% | +97.2% |
| All | +124.8% | +43.7% | +81.1% | +97.2% |
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