+131.9%
AS vs COO
-32.8%
+164.8%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.0% | -1.4% | -2.1% |
| 7D | -3.0% | -2.3% | -0.7% | -2.2% |
| 30D | +9.6% | +13.3% | -3.7% | +4.6% |
| 3M | -8.2% | -18.1% | +9.9% | -1.5% |
| 6M | -9.9% | +6.7% | -16.6% | -13.4% |
| YTD | -16.8% | -23.2% | +6.4% | -8.7% |
| 1Y | +3.0% | -12.3% | +15.3% | +7.0% |
| All | +131.9% | -32.8% | +164.8% | +162.9% |
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