+31.6%
ALC vs COO
-13.6%
+45.2%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.8% | -0.3% | -1.2% |
| 7D | +4.9% | +4.7% | +0.2% | +2.5% |
| 30D | +19.0% | +13.9% | +5.1% | +11.5% |
| 3M | +7.8% | -14.9% | +22.7% | +16.1% |
| 6M | +14.6% | +2.0% | +12.5% | +12.2% |
| YTD | -4.4% | -23.9% | +19.5% | +8.7% |
| 1Y | +1.4% | -9.6% | +11.0% | +5.4% |
| 3Y | +2.5% | -25.4% | +27.9% | +13.7% |
| 5Y | -10.9% | -41.2% | +30.3% | +9.3% |
| All | +31.6% | -13.6% | +45.2% | +34.7% |
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