+1,922.6%
COP vs AU
+783.5%
+1,139.1%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.1% | +1.7% | +0.7% |
| 7D | -0.8% | -0.3% | -0.6% | -0.8% |
| 30D | +15.6% | +12.8% | +2.8% | +13.6% |
| 3M | +14.3% | +28.5% | -14.1% | +9.8% |
| 6M | +17.0% | +4.8% | +12.2% | +14.1% |
| YTD | +47.4% | +31.0% | +16.5% | +38.4% |
| 1Y | +52.4% | +81.4% | -29.0% | +35.6% |
| 3Y | +20.8% | +618.4% | -597.6% | -15.1% |
| 5Y | +191.7% | +686.3% | -494.6% | +97.8% |
| 10Y | +325.1% | +664.5% | -339.4% | +161.3% |
| All | +1,922.6% | +783.5% | +1,139.1% | +941.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 AU 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