+23.8%
ALC vs COO
-3.6%
+27.4%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.5% | -0.7% | -1.4% |
| 7D | -2.1% | -2.2% | +0.1% | -1.0% |
| 30D | -0.1% | -7.0% | +6.9% | +3.7% |
| 3M | +5.9% | +12.2% | -6.3% | -0.4% |
| 6M | -15.9% | -15.1% | -0.8% | -8.8% |
| YTD | -10.1% | -15.1% | +5.0% | -2.6% |
| 1Y | -10.2% | +2.3% | -12.6% | -11.9% |
| 3Y | -13.6% | -23.7% | +10.1% | -4.4% |
| 5Y | -15.1% | -38.9% | +23.8% | +2.6% |
| All | +23.8% | -3.6% | +27.4% | +20.8% |
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