+384.5%
ALAB vs COF
+60.2%
+324.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.4% | +5.5% | +4.9% |
| 7D | +9.6% | -2.7% | +12.3% | +11.4% |
| 30D | -5.3% | -3.4% | -1.9% | -3.5% |
| 3M | -12.0% | +15.4% | -27.5% | -20.0% |
| 6M | +145.7% | +14.4% | +131.3% | +122.4% |
| YTD | +80.7% | -12.0% | +92.6% | +91.5% |
| 1Y | +40.1% | -3.7% | +43.9% | +38.7% |
| All | +384.5% | +60.2% | +324.3% | +278.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling