+24.5%
ALAB vs COF
-4.4%
+29.0%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.1% | -3.3% | -4.0% |
| 7D | -24.9% | +0.7% | -25.6% | -25.1% |
| 30D | -38.4% | +5.7% | -44.1% | -39.5% |
| 3M | -38.3% | -6.7% | -31.6% | -36.8% |
| 6M | +10.9% | +9.5% | +1.5% | +6.3% |
| YTD | +34.2% | -13.9% | +48.1% | +33.8% |
| 1Y | +24.5% | -5.1% | +29.6% | +13.1% |
| All | +24.5% | -4.4% | +29.0% | +13.1% |
Cumulative growth
Daily Returns
Daily percentage return beside COF.
Daily Out/Under-Performance
Portfolio return minus COF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COF 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 1y: compounded portfolio wealth divided by compounded COF 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…
1y analysis · Full analysis span regression · 6 months rolling