+5,459.2%
AGI vs COO
+900.9%
+4,558.2%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.5% | -0.4% | -1.7% |
| 7D | +0.6% | -2.2% | +2.8% | +0.9% |
| 30D | +18.2% | -7.0% | +25.2% | +19.4% |
| 3M | -4.1% | +12.2% | -16.3% | -5.8% |
| 6M | -28.7% | -15.1% | -13.6% | -27.3% |
| YTD | -4.0% | -15.1% | +11.1% | -2.1% |
| 1Y | +17.4% | +2.3% | +15.1% | +16.8% |
| 3Y | +203.0% | -23.7% | +226.7% | +210.5% |
| 5Y | +376.7% | -38.9% | +415.6% | +395.0% |
| 10Y | +407.5% | +49.9% | +357.6% | +380.3% |
| All | +5,459.2% | +900.9% | +4,558.2% | +4,464.6% |
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