+294.5%
AG vs COO
+370.5%
-76.0%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.8% | +3.6% | +2.5% |
| 7D | +6.3% | +4.7% | +1.6% | +4.7% |
| 30D | -8.9% | +13.9% | -22.8% | -13.2% |
| 3M | -12.2% | -14.9% | +2.7% | -7.6% |
| 6M | -28.3% | +2.0% | -30.3% | -30.1% |
| YTD | -8.8% | -23.9% | +15.1% | -0.8% |
| 1Y | +39.4% | -9.6% | +49.0% | +42.6% |
| 3Y | +229.4% | -25.4% | +254.8% | +254.2% |
| 5Y | +14.5% | -41.2% | +55.7% | +32.1% |
| 10Y | +82.7% | +42.1% | +40.6% | +47.1% |
| All | +294.5% | +370.5% | -76.0% | +25.9% |
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 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