+2,885.9%
ALB vs COO
+30,343.5%
-27,457.6%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.5% | -3.0% | -4.2% |
| 7D | -8.1% | -2.2% | -5.8% | -7.7% |
| 30D | +6.3% | -7.0% | +13.3% | +7.8% |
| 3M | -23.6% | +12.2% | -35.8% | -25.6% |
| 6M | -24.6% | -15.1% | -9.5% | -22.6% |
| YTD | -10.3% | -15.1% | +4.8% | -7.9% |
| 1Y | +61.5% | +2.3% | +59.1% | +59.6% |
| 3Y | -34.0% | -23.7% | -10.3% | -31.0% |
| 5Y | -44.6% | -38.9% | -5.7% | -39.8% |
| 10Y | +76.1% | +49.9% | +26.2% | +65.2% |
| All | +2,885.9% | +30,343.5% | -27,457.6% | +1,702.4% |
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 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