+216.8%
AGI vs COO
-27.8%
+244.6%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -6.2% | +7.5% | +2.8% |
| 7D | +2.2% | -9.0% | +11.2% | +4.4% |
| 30D | +11.3% | -16.8% | +28.1% | +16.1% |
| 3M | +5.6% | -7.5% | +13.1% | +7.4% |
| 6M | -27.7% | -16.3% | -11.4% | -24.5% |
| YTD | -4.1% | -22.5% | +18.5% | +2.0% |
| 1Y | +13.8% | -7.0% | +20.8% | +15.9% |
| All | +216.8% | -27.8% | +244.6% | +234.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling