+3,219.4%
ALM vs COO
+43.7%
+3,175.7%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -2.7% | +11.6% | +9.1% |
| 7D | +8.4% | -2.3% | +10.7% | +8.7% |
| 30D | +34.8% | -8.8% | +43.6% | +36.2% |
| 3M | +16.2% | +1.3% | +14.9% | +15.4% |
| 6M | +2.1% | -11.6% | +13.7% | +3.4% |
| YTD | +117.0% | -17.4% | +134.4% | +122.2% |
| 1Y | +313.9% | -1.6% | +315.5% | +311.8% |
| 3Y | +2,327.9% | -22.6% | +2,350.6% | +2,378.9% |
| 5Y | +1,040.6% | -40.3% | +1,081.0% | +1,071.6% |
| 10Y | +3,219.4% | +45.2% | +3,174.2% | +2,648.8% |
| All | +3,219.4% | +43.7% | +3,175.7% | +2,648.8% |
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 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