+1.7%
ALC vs COO
-23.7%
+25.5%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.0% | -1.2% | -1.7% |
| 7D | -6.3% | -2.3% | -4.0% | -5.2% |
| 30D | +12.6% | +13.3% | -0.7% | +6.5% |
| 3M | -3.8% | -18.1% | +14.2% | +5.0% |
| 6M | +16.8% | +6.7% | +10.1% | +12.5% |
| YTD | -7.6% | -23.2% | +15.6% | +3.3% |
| 1Y | -5.9% | -12.3% | +6.4% | -1.0% |
| All | +1.7% | -23.7% | +25.5% | +8.1% |
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