-12.9%
ALB vs COO
-25.3%
+12.4%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.8% | +2.7% | +1.6% |
| 7D | +9.1% | +4.7% | +4.3% | +7.0% |
| 30D | -3.4% | +13.9% | -17.3% | -8.8% |
| 3M | -20.6% | -14.9% | -5.7% | -15.2% |
| 6M | -48.2% | +2.0% | -50.2% | -50.4% |
| YTD | -29.2% | -23.9% | -5.3% | -19.9% |
| 1Y | +10.0% | -9.6% | +19.6% | +12.3% |
| 3Y | -12.9% | -25.4% | +12.5% | -17.8% |
| All | -12.9% | -25.3% | +12.4% | -17.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling