+267.2%
ALAB vs COP
+24.7%
+242.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.6% | -2.9% | -1.6% |
| 7D | +26.9% | +3.4% | +23.5% | +26.2% |
| 30D | -30.0% | -0.6% | -29.4% | -29.9% |
| 3M | -28.5% | +10.8% | -39.3% | -30.5% |
| 6M | +11.4% | +19.6% | -8.2% | +5.6% |
| YTD | +36.9% | +52.9% | -16.0% | +11.8% |
| 1Y | +44.4% | +62.2% | -17.8% | +13.4% |
| All | +267.2% | +24.7% | +242.5% | +223.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling