+2,031.0%
COP vs AU
+607.0%
+1,424.1%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.5% | +3.1% | +1.8% |
| 7D | +4.4% | -7.2% | +11.6% | +5.3% |
| 30D | 0.0% | -2.9% | +2.8% | 0.0% |
| 3M | +15.0% | -8.7% | +23.7% | +15.6% |
| 6M | +22.0% | -14.1% | +36.1% | +22.6% |
| YTD | +55.3% | +4.8% | +50.5% | +49.3% |
| 1Y | +64.1% | +11.9% | +52.2% | +56.1% |
| 3Y | +34.1% | +513.8% | -479.7% | -4.0% |
| 5Y | +133.4% | +379.3% | -245.9% | +69.0% |
| 10Y | +338.6% | +837.1% | -498.5% | +157.6% |
| All | +2,031.0% | +607.0% | +1,424.1% | +1,023.4% |
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