+62.8%
AA vs COO
-2.5%
+65.3%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.7% | +6.3% | +3.9% |
| 7D | +1.7% | -2.3% | +3.9% | +1.9% |
| 30D | +3.3% | -8.8% | +12.1% | +4.5% |
| 3M | -29.4% | +1.3% | -30.8% | -29.8% |
| 6M | -12.8% | -11.6% | -1.2% | -6.9% |
| YTD | -2.1% | -17.4% | +15.3% | +7.9% |
| 1Y | +62.8% | -1.6% | +64.4% | +69.1% |
| All | +62.8% | -2.5% | +65.3% | +69.1% |
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