-21.9%
AS vs COO
+4.1%
-26.0%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.5% | +5.1% | +4.0% |
| 7D | -4.9% | -2.2% | -2.7% | -4.3% |
| 30D | -19.6% | -7.0% | -12.6% | -17.9% |
| 3M | -14.4% | +12.2% | -26.6% | -17.4% |
| 6M | -20.1% | -15.1% | -5.0% | -17.8% |
| YTD | -20.9% | -15.1% | -5.8% | -18.6% |
| 1Y | -21.9% | +2.3% | -24.2% | -21.0% |
| All | -21.9% | +4.1% | -26.0% | -21.0% |
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