+133.7%
AS vs COO
-32.2%
+165.9%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.4% | -0.9% | -1.8% |
| 7D | +7.1% | +5.3% | +1.9% | +5.1% |
| 30D | +12.8% | +12.5% | +0.3% | +8.0% |
| 3M | -14.7% | -15.1% | +0.4% | -9.8% |
| 6M | -9.9% | +3.7% | -13.6% | -12.3% |
| YTD | -16.1% | -22.5% | +6.4% | -8.3% |
| 1Y | +0.2% | -7.8% | +8.0% | +2.0% |
| All | +133.7% | -32.2% | +165.9% | +164.0% |
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 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