+2,084.7%
ALM vs COO
+40.2%
+2,044.6%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.3% | +0.4% |
| 7D | -7.2% | -2.3% | -4.9% | -6.9% |
| 30D | -26.4% | +13.3% | -39.6% | -27.6% |
| 3M | -38.6% | -18.1% | -20.5% | -37.2% |
| 6M | -61.0% | +6.7% | -67.7% | -61.9% |
| YTD | -7.4% | -23.2% | +15.8% | -4.4% |
| 1Y | +14.0% | -12.3% | +26.2% | +15.1% |
| 3Y | +844.4% | -23.6% | +868.0% | +869.6% |
| 5Y | +410.8% | -38.7% | +449.5% | +426.8% |
| 10Y | +2,084.7% | +42.2% | +2,042.5% | +1,748.6% |
| All | +2,084.7% | +40.2% | +2,044.6% | +1,748.6% |
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