+120.4%
AS vs COO
-25.7%
+146.1%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.5% | +5.1% | +4.2% |
| 7D | -4.9% | -2.2% | -2.7% | -4.1% |
| 30D | -19.6% | -7.0% | -12.6% | -17.4% |
| 3M | -14.4% | +12.2% | -26.6% | -18.6% |
| 6M | -20.1% | -15.1% | -5.0% | -15.2% |
| YTD | -20.9% | -15.1% | -5.8% | -16.1% |
| 1Y | -21.9% | +2.3% | -24.2% | -23.5% |
| All | +120.4% | -25.7% | +146.1% | +141.7% |
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