+337.5%
COP vs AGI
+388.9%
-51.4%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.3% | +3.7% | +0.6% |
| 7D | +1.0% | -5.3% | +6.2% | +1.3% |
| 30D | +9.6% | +6.8% | +2.8% | +9.0% |
| 3M | +15.0% | +8.3% | +6.7% | +14.1% |
| 6M | +21.8% | -29.2% | +51.0% | +24.0% |
| YTD | +49.6% | -7.3% | +56.9% | +48.6% |
| 1Y | +49.9% | +8.0% | +41.8% | +46.7% |
| 3Y | +22.6% | +206.6% | -183.9% | +8.9% |
| 5Y | +193.6% | +398.1% | -204.5% | +149.4% |
| All | +337.5% | +388.9% | -51.4% | +287.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 10y: compounded portfolio wealth divided by compounded AGI 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…
10y analysis · Full analysis span regression · 6 months rolling