+257.6%
ALAB vs COO
-38.9%
+296.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.7% | -3.4% | -2.6% |
| 7D | +16.3% | +0.5% | +15.9% | +16.3% |
| 30D | -26.1% | +14.2% | -40.3% | -26.7% |
| 3M | -31.3% | -18.2% | -13.1% | -30.2% |
| 6M | -1.0% | +5.3% | -6.4% | -3.3% |
| YTD | +33.3% | -23.6% | +56.9% | +39.3% |
| 1Y | +53.5% | -12.7% | +66.2% | +55.1% |
| All | +257.6% | -38.9% | +296.5% | +295.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling