+4.9%
AA vs COO
-12.3%
+17.2%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.7% | -2.5% | -1.8% |
| 7D | +0.5% | +0.5% | 0.0% | +0.5% |
| 30D | -0.6% | +14.2% | -14.7% | -1.7% |
| 3M | -19.7% | -18.2% | -1.4% | -18.3% |
| 6M | -41.6% | +5.3% | -46.9% | -42.7% |
| YTD | -24.6% | -23.6% | -1.1% | -15.3% |
| 1Y | +4.9% | -12.7% | +17.6% | +15.1% |
| All | +4.9% | -12.3% | +17.2% | +15.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling