+148.7%
ABCL vs COO
-24.0%
+172.7%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -1.4% | -8.0% | -8.8% |
| 7D | -14.9% | +5.3% | -20.2% | -16.6% |
| 30D | -15.4% | +12.5% | -27.9% | -19.5% |
| 3M | +88.0% | -15.1% | +103.1% | +99.6% |
| 6M | +138.8% | +3.7% | +135.2% | +131.7% |
| YTD | +225.4% | -22.5% | +247.9% | +260.8% |
| 1Y | +137.3% | -7.8% | +145.1% | +144.7% |
| All | +148.7% | -24.0% | +172.7% | +136.1% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 3y: compounded portfolio wealth divided by compounded COO 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…
3y analysis · Full analysis span regression · 6 months rolling