+207.4%
ALAB vs COP
+21.3%
+186.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +0.6% | +5.7% | +6.2% |
| 7D | -26.3% | -11.5% | -14.8% | -24.8% |
| 30D | -50.1% | +5.0% | -55.1% | -50.6% |
| 3M | -42.5% | +17.5% | -60.0% | -45.1% |
| 6M | -10.8% | +16.2% | -27.1% | -15.0% |
| YTD | +14.6% | +48.8% | -34.1% | -5.9% |
| 1Y | +17.1% | +64.1% | -47.0% | -9.7% |
| All | +207.4% | +21.3% | +186.1% | +172.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling