+1.8%
AA vs COO
-13.9%
+15.8%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.2% | -0.3% | -1.3% |
| 7D | +5.3% | -2.1% | +7.4% | +5.5% |
| 30D | -2.3% | +13.9% | -16.2% | -3.4% |
| 3M | -20.8% | -18.9% | -1.9% | -19.3% |
| 6M | -39.8% | +3.7% | -43.5% | -40.8% |
| YTD | -23.3% | -24.1% | +0.8% | -13.4% |
| 1Y | +1.8% | -14.2% | +16.0% | +11.6% |
| All | +1.8% | -13.9% | +15.8% | +11.6% |
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 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