-17.4%
AA vs COO
-40.4%
+23.0%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.7% | -2.5% | -2.1% |
| 7D | +0.5% | +0.5% | 0.0% | +0.3% |
| 30D | -0.6% | +14.2% | -14.7% | -7.7% |
| 3M | -19.7% | -18.2% | -1.4% | -11.4% |
| 6M | -41.6% | +5.3% | -46.9% | -45.5% |
| YTD | -24.6% | -23.6% | -1.1% | -14.2% |
| 1Y | +4.9% | -12.7% | +17.6% | +9.2% |
| 3Y | +66.8% | -24.2% | +91.0% | +78.5% |
| All | -17.4% | -40.4% | +23.0% | +2.9% |
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