+244.1%
AGI vs COO
-40.4%
+284.5%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.2% | -0.7% |
| 7D | -10.1% | +0.5% | -10.6% | -10.2% |
| 30D | -6.5% | +14.2% | -20.7% | -10.2% |
| 3M | -12.8% | -18.2% | +5.4% | -7.8% |
| 6M | -34.3% | +5.3% | -39.7% | -36.2% |
| YTD | -25.6% | -23.6% | -2.1% | -19.7% |
| 1Y | -14.2% | -12.7% | -1.5% | -11.3% |
| 3Y | +127.3% | -24.2% | +151.5% | +138.1% |
| All | +244.1% | -40.4% | +284.5% | +259.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling