+445.6%
AG vs COO
+425.0%
+20.6%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.5% | -0.5% | -1.4% |
| 7D | +1.0% | -2.2% | +3.2% | +1.9% |
| 30D | +19.2% | -7.0% | +26.2% | +22.3% |
| 3M | +6.2% | +12.2% | -6.1% | +0.8% |
| 6M | -26.7% | -15.1% | -11.6% | -22.8% |
| YTD | +26.1% | -15.1% | +41.2% | +32.9% |
| 1Y | +131.7% | +2.3% | +129.3% | +127.9% |
| 3Y | +255.3% | -23.7% | +279.0% | +280.8% |
| 5Y | +61.9% | -38.9% | +100.9% | +84.9% |
| 10Y | +72.0% | +49.9% | +22.1% | +37.0% |
| All | +445.6% | +425.0% | +20.6% | +68.6% |
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