+210.9%
AA vs COO
+5,356.1%
-5,145.2%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.8% | +4.7% | +3.1% |
| 7D | +0.9% | +4.7% | -3.8% | +0.3% |
| 30D | -6.7% | +13.9% | -20.6% | -8.2% |
| 3M | -16.3% | -14.9% | -1.4% | -14.9% |
| 6M | -37.1% | +2.0% | -39.1% | -37.6% |
| YTD | -25.0% | -23.9% | -1.1% | -22.9% |
| 1Y | +8.6% | -9.6% | +18.2% | +9.3% |
| 3Y | +57.2% | -25.4% | +82.7% | +61.7% |
| 5Y | -13.0% | -41.2% | +28.2% | -8.0% |
| 10Y | +65.5% | +42.1% | +23.5% | +61.4% |
| All | +210.9% | +5,356.1% | -5,145.2% | +149.9% |
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 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