+67.9%
AG vs COO
-39.5%
+107.4%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.7% | +1.7% | +0.3% |
| 7D | +4.5% | -2.3% | +6.8% | +5.7% |
| 30D | +12.9% | -8.8% | +21.7% | +17.9% |
| 3M | +20.9% | +1.3% | +19.6% | +19.5% |
| 6M | -19.5% | -11.6% | -8.0% | -15.0% |
| YTD | +24.8% | -17.4% | +42.2% | +36.9% |
| 1Y | +120.2% | -1.6% | +121.8% | +120.1% |
| 3Y | +279.0% | -22.6% | +301.6% | +310.9% |
| 5Y | +67.9% | -40.3% | +108.3% | +74.4% |
| All | +67.9% | -39.5% | +107.4% | +74.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling