+291.9%
AA vs COO
+5,988.7%
-5,696.8%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.5% | -0.6% | -1.9% |
| 7D | -0.7% | -2.2% | +1.5% | -0.4% |
| 30D | +5.0% | -7.0% | +12.0% | +5.9% |
| 3M | -35.8% | +12.2% | -48.0% | -36.9% |
| 6M | -18.4% | -15.1% | -3.3% | -17.0% |
| YTD | -5.5% | -15.1% | +9.6% | -3.9% |
| 1Y | +61.0% | +2.3% | +58.6% | +59.9% |
| 3Y | +66.2% | -23.7% | +89.9% | +70.7% |
| 5Y | +11.4% | -38.9% | +50.3% | +17.4% |
| 10Y | +116.9% | +49.9% | +66.9% | +110.2% |
| All | +291.9% | +5,988.7% | -5,696.8% | +211.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling