-3.2%
ALB vs COO
-8.8%
+5.6%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.5% | -2.6% | -0.3% |
| 7D | +9.5% | +4.3% | +5.2% | +9.1% |
| 30D | -2.1% | +17.6% | -19.7% | -3.4% |
| 3M | -24.1% | -13.9% | -10.3% | -23.0% |
| 6M | -51.0% | +6.6% | -57.6% | -52.1% |
| YTD | -29.3% | -22.0% | -7.3% | -19.5% |
| All | -3.2% | -8.8% | +5.6% | +3.7% |
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