+602.8%
AU vs COO
+1,578.0%
-975.2%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.7% | -2.2% | -1.6% |
| 7D | -7.2% | +0.5% | -7.7% | -7.2% |
| 30D | -2.9% | +14.2% | -17.0% | -4.6% |
| 3M | -8.7% | -18.2% | +9.5% | -6.3% |
| 6M | -14.1% | +5.3% | -19.5% | -15.2% |
| YTD | +4.8% | -23.6% | +28.4% | +8.3% |
| 1Y | +11.9% | -12.7% | +24.6% | +13.5% |
| 3Y | +513.8% | -24.2% | +538.0% | +529.8% |
| 5Y | +379.3% | -40.0% | +419.2% | +402.8% |
| 10Y | +837.1% | +41.6% | +795.5% | +781.4% |
| All | +602.8% | +1,578.0% | -975.2% | +408.9% |
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 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