-28.3%
AG vs COO
+1.4%
-29.7%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.8% | +3.6% | +1.8% |
| 7D | +6.3% | +4.7% | +1.6% | +6.4% |
| 30D | -8.9% | +13.9% | -22.8% | -8.6% |
| 3M | -12.2% | -14.9% | +2.7% | -16.8% |
| 6M | -28.3% | +2.0% | -30.3% | -17.9% |
| All | -28.3% | +1.4% | -29.7% | -17.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling