+267.2%
ALAB vs COO
-39.3%
+306.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.2% | -0.2% | -1.3% |
| 7D | +26.9% | -2.1% | +29.0% | +27.0% |
| 30D | -30.0% | +13.9% | -43.9% | -30.6% |
| 3M | -28.5% | -18.9% | -9.6% | -27.4% |
| 6M | +11.4% | +3.7% | +7.7% | +9.1% |
| YTD | +36.9% | -24.1% | +61.0% | +43.1% |
| 1Y | +44.4% | -14.2% | +58.6% | +46.2% |
| All | +267.2% | -39.3% | +306.6% | +306.0% |
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