+23.5%
ALAB vs COF
-5.2%
+28.8%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -1.8% | -3.5% | -4.9% |
| 7D | +0.6% | -6.1% | +6.7% | +2.3% |
| 30D | -8.8% | -5.2% | -3.6% | -7.5% |
| 3M | -14.0% | +17.0% | -31.0% | -18.0% |
| 6M | +144.3% | +12.9% | +131.4% | +133.3% |
| YTD | +71.0% | -13.5% | +84.6% | +69.1% |
| 1Y | +23.5% | -5.9% | +29.4% | +27.6% |
| All | +23.5% | -5.2% | +28.8% | +27.6% |
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