+69.8%
AA vs COO
-24.6%
+94.4%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.2% | -0.3% | -1.0% |
| 7D | +5.3% | -2.1% | +7.4% | +6.1% |
| 30D | -2.3% | +13.9% | -16.2% | -6.9% |
| 3M | -20.8% | -18.9% | -1.9% | -14.7% |
| 6M | -39.8% | +3.7% | -43.5% | -42.3% |
| YTD | -23.3% | -24.1% | +0.8% | -14.4% |
| 1Y | +1.8% | -14.2% | +16.0% | +6.6% |
| All | +69.8% | -24.6% | +94.4% | +65.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling