-34.2%
ALB vs COO
-23.4%
-10.7%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.5% | -3.0% | -3.8% |
| 7D | -8.1% | -2.2% | -5.8% | -7.1% |
| 30D | +6.3% | -7.0% | +13.3% | +9.8% |
| 3M | -23.6% | +12.2% | -35.8% | -28.9% |
| 6M | -24.6% | -15.1% | -9.5% | -18.1% |
| YTD | -10.3% | -15.1% | +4.8% | -2.6% |
| 1Y | +61.5% | +2.3% | +59.1% | +56.0% |
| All | -34.2% | -23.4% | -10.7% | -31.4% |
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