+12.4%
AA vs COO
-38.8%
+51.2%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.5% | -0.6% | -1.3% |
| 7D | -0.7% | -2.2% | +1.5% | +0.5% |
| 30D | +5.0% | -7.0% | +12.0% | +9.0% |
| 3M | -35.8% | +12.2% | -48.0% | -40.9% |
| 6M | -18.4% | -15.1% | -3.3% | -11.4% |
| YTD | -5.5% | -15.1% | +9.6% | +2.5% |
| 1Y | +61.0% | +2.3% | +58.6% | +54.6% |
| 3Y | +66.2% | -23.7% | +89.9% | +83.6% |
| All | +12.4% | -38.8% | +51.2% | +28.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling