+68.3%
AU vs COO
-20.6%
+88.8%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -14.7% | +10.4% | +0.5% |
| 7D | -7.0% | -23.3% | +16.3% | +1.2% |
| 30D | +7.3% | -29.5% | +36.8% | +20.0% |
| 3M | +33.2% | -20.0% | +53.2% | +42.3% |
| 6M | -0.6% | -27.2% | +26.6% | +13.5% |
| YTD | +26.2% | -33.9% | +60.1% | +50.0% |
| 1Y | +68.3% | -19.9% | +88.2% | +84.9% |
| All | +68.3% | -20.6% | +88.8% | +84.9% |
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 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