+2,022.9%
ALM vs COO
+41.2%
+1,981.7%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.8% | +3.9% | +2.4% |
| 7D | -6.7% | +4.7% | -11.4% | -7.2% |
| 30D | -32.9% | +13.9% | -46.8% | -34.1% |
| 3M | -39.5% | -14.9% | -24.5% | -38.4% |
| 6M | -62.0% | +2.0% | -64.0% | -62.6% |
| YTD | -7.8% | -23.9% | +16.1% | -4.7% |
| 1Y | +26.7% | -9.6% | +36.3% | +27.3% |
| 3Y | +825.4% | -25.4% | +850.8% | +852.2% |
| 5Y | +401.2% | -41.2% | +442.4% | +418.2% |
| All | +2,022.9% | +41.2% | +1,981.7% | +1,804.9% |
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