+336.7%
COP vs AGI
+389.5%
-52.8%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.5% | +2.1% | +1.6% |
| 7D | +4.4% | -10.1% | +14.5% | +5.0% |
| 30D | 0.0% | -6.5% | +6.5% | +0.2% |
| 3M | +15.0% | -12.8% | +27.8% | +15.6% |
| 6M | +22.0% | -34.3% | +56.3% | +24.5% |
| YTD | +55.3% | -25.6% | +81.0% | +56.0% |
| 1Y | +64.1% | -14.2% | +78.4% | +62.9% |
| 3Y | +34.1% | +127.3% | -93.2% | +21.5% |
| 5Y | +133.4% | +241.8% | -108.4% | +102.6% |
| All | +336.7% | +389.5% | -52.8% | +280.7% |
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