+0.3%
AGI vs COO
-7.7%
+7.9%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | +5.9% | +4.9% | +9.2% |
| 7D | -5.3% | +8.4% | -13.7% | -7.1% |
| 30D | -7.1% | +13.5% | -20.6% | -10.1% |
| 3M | +4.4% | -13.8% | +18.2% | +8.9% |
| 6M | -23.0% | +4.7% | -27.7% | -25.3% |
| YTD | -22.0% | -21.4% | -0.6% | -10.8% |
| 1Y | +0.3% | -6.7% | +7.0% | +7.2% |
| All | +0.3% | -7.7% | +7.9% | +7.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling