+207.4%
ALAB vs COO
-39.2%
+246.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.8% | +8.1% | +6.3% |
| 7D | -26.3% | +4.7% | -31.0% | -26.4% |
| 30D | -50.1% | +13.9% | -64.0% | -50.5% |
| 3M | -42.5% | -14.9% | -27.5% | -41.8% |
| 6M | -10.8% | +2.0% | -12.9% | -12.4% |
| YTD | +14.6% | -23.9% | +38.6% | +19.8% |
| 1Y | +17.1% | -9.6% | +26.7% | +17.2% |
| All | +207.4% | -39.2% | +246.6% | +239.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling