+53.5%
ALAB vs COF
-10.2%
+63.7%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.8% | -3.4% | -2.8% |
| 7D | +16.3% | -3.4% | +19.7% | +17.4% |
| 30D | -26.1% | +0.4% | -26.5% | -26.1% |
| 3M | -31.3% | -12.5% | -18.7% | -28.5% |
| 6M | -1.0% | +8.3% | -9.3% | -4.2% |
| YTD | +33.3% | -18.6% | +51.9% | +32.8% |
| 1Y | +53.5% | -8.6% | +62.2% | +46.5% |
| All | +53.5% | -10.2% | +63.7% | +46.5% |
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