+134.9%
AS vs COO
-33.4%
+168.3%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.8% | +2.3% | +1.2% |
| 7D | +6.9% | +4.7% | +2.2% | +5.2% |
| 30D | +16.0% | +13.9% | +2.1% | +10.5% |
| 3M | -12.8% | -14.9% | +2.1% | -7.9% |
| 6M | -15.4% | +2.0% | -17.4% | -17.1% |
| YTD | -15.7% | -23.9% | +8.2% | -7.3% |
| 1Y | +6.1% | -9.6% | +15.7% | +8.8% |
| All | +134.9% | -33.4% | +168.3% | +167.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling