+24.5%
ALAB vs COO
-7.7%
+32.2%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +5.9% | -10.3% | -2.6% |
| 7D | -24.9% | +8.4% | -33.3% | -22.8% |
| 30D | -38.4% | +13.5% | -51.9% | -35.9% |
| 3M | -38.3% | -13.8% | -24.5% | -40.8% |
| 6M | +10.9% | +4.7% | +6.2% | +12.8% |
| YTD | +34.2% | -21.4% | +55.6% | +40.3% |
| 1Y | +24.5% | -6.7% | +31.3% | +14.3% |
| All | +24.5% | -7.7% | +32.2% | +14.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling