+400.4%
ALAB vs COO
-32.1%
+432.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | -1.5% | +11.2% | +9.8% |
| 7D | +7.2% | -2.2% | +9.5% | +7.4% |
| 30D | -2.5% | -7.0% | +4.5% | -2.1% |
| 3M | -13.3% | +12.2% | -25.5% | -15.3% |
| 6M | +172.8% | -15.1% | +187.9% | +182.8% |
| YTD | +86.6% | -15.1% | +101.7% | +93.1% |
| 1Y | +65.2% | +2.3% | +62.8% | +62.3% |
| All | +400.4% | -32.1% | +432.5% | +448.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling