+2,031.1%
ALM vs COO
+40.7%
+1,990.4%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | +2.5% | +5.5% | +7.7% |
| 7D | +0.7% | +4.3% | -3.5% | +0.2% |
| 30D | -26.1% | +17.6% | -43.7% | -27.7% |
| 3M | -38.1% | -13.9% | -24.2% | -37.1% |
| 6M | -55.4% | +6.6% | -62.0% | -56.4% |
| YTD | -0.4% | -22.0% | +21.6% | +2.7% |
| 1Y | +25.4% | -8.8% | +34.2% | +25.9% |
| 3Y | +907.8% | -21.5% | +929.2% | +931.4% |
| 5Y | +440.2% | -41.0% | +481.2% | +457.5% |
| 10Y | +2,031.1% | +40.9% | +1,990.3% | +1,775.5% |
| All | +2,031.1% | +40.7% | +1,990.4% | +1,775.5% |
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