+33.4%
AG vs COO
-7.7%
+41.0%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.1% | +5.9% | +3.2% | +7.3% |
| 7D | -2.6% | +8.4% | -11.0% | -4.8% |
| 30D | -12.1% | +13.5% | -25.6% | -15.5% |
| 3M | -6.6% | -13.8% | +7.2% | -2.4% |
| 6M | -20.5% | +4.7% | -25.2% | -23.4% |
| YTD | -7.4% | -21.4% | +14.0% | +15.9% |
| 1Y | +33.4% | -6.7% | +40.1% | +55.5% |
| All | +33.4% | -7.7% | +41.0% | +55.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling