+11.9%
AU vs COO
-12.3%
+24.2%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.7% | -2.2% | -1.7% |
| 7D | -7.2% | +0.5% | -7.7% | -7.3% |
| 30D | -2.9% | +14.2% | -17.0% | -6.3% |
| 3M | -8.7% | -18.2% | +9.5% | -3.2% |
| 6M | -14.1% | +5.3% | -19.5% | -18.0% |
| YTD | +4.8% | -23.6% | +28.4% | +19.5% |
| 1Y | +11.9% | -12.7% | +24.6% | +20.6% |
| All | +11.9% | -12.3% | +24.2% | +20.6% |
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