+32.0%
ALC vs COO
-11.4%
+43.4%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.5% | -2.3% | -1.0% |
| 7D | +2.1% | +4.3% | -2.2% | -0.1% |
| 30D | +17.2% | +17.6% | -0.4% | +8.1% |
| 3M | +4.6% | -13.9% | +18.5% | +12.0% |
| 6M | +20.1% | +6.6% | +13.6% | +15.0% |
| YTD | -4.2% | -22.0% | +17.8% | +7.5% |
| 1Y | +2.1% | -8.8% | +10.9% | +5.6% |
| 3Y | +4.5% | -21.5% | +25.9% | +12.7% |
| 5Y | -12.3% | -41.0% | +28.7% | +7.3% |
| All | +32.0% | -11.4% | +43.4% | +33.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling