+284.3%
AG vs COO
+374.8%
-90.4%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | -0.1% | -0.8% |
| 7D | -4.0% | -2.3% | -1.7% | -3.2% |
| 30D | -13.1% | +13.3% | -26.4% | -16.9% |
| 3M | -22.0% | -18.1% | -4.0% | -16.9% |
| 6M | -37.3% | +6.7% | -44.0% | -39.8% |
| YTD | -11.2% | -23.2% | +12.0% | -3.6% |
| 1Y | +23.9% | -12.3% | +36.2% | +28.2% |
| 3Y | +225.1% | -23.6% | +248.7% | +246.7% |
| 5Y | +7.7% | -38.7% | +46.5% | +22.7% |
| 10Y | +86.9% | +42.2% | +44.7% | +50.5% |
| All | +284.3% | +374.8% | -90.4% | +22.4% |
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 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