+788.4%
AU vs COO
+1,763.9%
-975.5%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.5% | -0.8% | -2.1% |
| 7D | -3.6% | -2.2% | -1.4% | -3.3% |
| 30D | +23.9% | -7.0% | +30.9% | +25.1% |
| 3M | +19.1% | +12.2% | +6.9% | +16.9% |
| 6M | -0.2% | -15.1% | +15.0% | +1.9% |
| YTD | +32.5% | -15.1% | +47.6% | +35.2% |
| 1Y | +96.9% | +2.3% | +94.6% | +96.0% |
| 3Y | +614.7% | -23.7% | +638.4% | +633.4% |
| 5Y | +647.7% | -38.9% | +686.6% | +681.5% |
| 10Y | +679.2% | +49.9% | +629.3% | +627.7% |
| All | +788.4% | +1,763.9% | -975.5% | +535.3% |
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