+2,254.7%
ALB vs COO
+27,180.6%
-24,926.0%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.8% | +2.7% | +1.2% |
| 7D | +9.1% | +4.7% | +4.3% | +8.1% |
| 30D | -3.4% | +13.9% | -17.3% | -6.0% |
| 3M | -20.6% | -14.9% | -5.7% | -18.4% |
| 6M | -48.2% | +2.0% | -50.2% | -48.9% |
| YTD | -29.2% | -23.9% | -5.3% | -26.1% |
| 1Y | +10.0% | -9.6% | +19.6% | +11.1% |
| 3Y | -12.9% | -25.4% | +12.5% | -8.8% |
| 5Y | -61.3% | -41.2% | -20.1% | -57.7% |
| 10Y | +35.8% | +42.1% | -6.3% | +28.5% |
| All | +2,254.7% | +27,180.6% | -24,926.0% | +1,345.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling