+1,435.1%
COP vs AGI
+4,206.7%
-2,771.6%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.5% | +2.1% | +1.6% |
| 7D | +4.4% | -10.1% | +14.5% | +5.4% |
| 30D | 0.0% | -6.5% | +6.5% | +0.3% |
| 3M | +15.0% | -12.8% | +27.8% | +15.9% |
| 6M | +22.0% | -34.3% | +56.3% | +25.6% |
| YTD | +55.3% | -25.6% | +81.0% | +56.7% |
| 1Y | +64.1% | -14.2% | +78.4% | +63.2% |
| 3Y | +34.1% | +127.3% | -93.2% | +19.4% |
| 5Y | +133.4% | +241.8% | -108.4% | +97.7% |
| 10Y | +338.6% | +381.8% | -43.2% | +238.7% |
| All | +1,435.1% | +4,206.7% | -2,771.6% | +874.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling