+249.6%
ALAB vs COP
+19.7%
+229.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.7% | -1.3% | +15.0% | +13.9% |
| 7D | -5.6% | -8.4% | +2.9% | -4.2% |
| 30D | -36.6% | +0.3% | -36.9% | -36.7% |
| 3M | -35.1% | +15.1% | -50.2% | -37.9% |
| 6M | +8.5% | +19.8% | -11.2% | +1.7% |
| YTD | +30.4% | +46.8% | -16.5% | +7.2% |
| 1Y | +31.0% | +59.7% | -28.7% | +2.1% |
| All | +249.6% | +19.7% | +229.9% | +209.9% |
Cumulative growth
Daily Returns
Daily percentage return beside COP.
Daily Out/Under-Performance
Portfolio return minus COP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COP 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 10y: compounded portfolio wealth divided by compounded COP 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…
10y analysis · Full analysis span regression · 6 months rolling