-37.1%
AA vs COO
+1.4%
-38.5%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.8% | +4.7% | +2.8% |
| 7D | +0.9% | +4.7% | -3.8% | +1.3% |
| 30D | -6.7% | +13.9% | -20.6% | -5.6% |
| 3M | -16.3% | -14.9% | -1.4% | -19.9% |
| 6M | -37.1% | +2.0% | -39.1% | -30.7% |
| All | -37.1% | +1.4% | -38.5% | -30.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling