+11.9%
AG vs COO
-12.3%
+24.2%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.7% | -3.2% | -2.7% |
| 7D | -10.0% | +0.5% | -10.4% | -10.0% |
| 30D | -10.5% | +14.2% | -24.6% | -13.8% |
| 3M | -27.3% | -18.2% | -9.0% | -23.0% |
| 6M | -43.0% | +5.3% | -48.3% | -45.9% |
| YTD | -17.9% | -23.6% | +5.7% | +2.8% |
| 1Y | +11.9% | -12.7% | +24.6% | +33.4% |
| All | +11.9% | -12.3% | +24.2% | +33.4% |
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