+60.2%
ALB vs COO
-2.5%
+62.7%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.7% | +5.3% | +2.8% |
| 7D | -4.4% | -2.3% | -2.1% | -4.2% |
| 30D | -1.2% | -8.8% | +7.6% | -0.3% |
| 3M | -13.3% | +1.3% | -14.7% | -13.6% |
| 6M | -19.8% | -11.6% | -8.2% | -14.5% |
| YTD | -7.9% | -17.4% | +9.5% | +0.7% |
| 1Y | +60.2% | -1.6% | +61.8% | +68.5% |
| All | +60.2% | -2.5% | +62.7% | +68.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling