+5,555.9%
COF vs AJG
+7,335.6%
-1,779.6%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.2% | +1.8% | +1.3% |
| 7D | -5.1% | -8.3% | +3.1% | -0.1% |
| 30D | -6.0% | -5.7% | -0.4% | -2.9% |
| 3M | +14.8% | +9.1% | +5.7% | +7.4% |
| 6M | +15.3% | +15.2% | +0.1% | +3.7% |
| YTD | -13.0% | -6.3% | -6.8% | -12.0% |
| 1Y | -5.7% | -19.1% | +13.4% | +3.8% |
| 3Y | +118.1% | +8.2% | +109.9% | +93.2% |
| 5Y | +46.2% | +75.6% | -29.4% | -6.3% |
| 10Y | +246.1% | +471.1% | -225.1% | +11.2% |
| All | +5,555.9% | +7,335.6% | -1,779.6% | +463.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AJG.
Daily Out/Under-Performance
Portfolio return minus AJG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AJG 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 AJG 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