+313.8%
ALM vs COO
-7.1%
+320.8%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -6.2% | +2.1% | -4.8% |
| 7D | +3.6% | -9.0% | +12.6% | +2.5% |
| 30D | +33.8% | -16.8% | +50.6% | +30.8% |
| 3M | +14.8% | -7.5% | +22.3% | +13.2% |
| 6M | -7.0% | -16.3% | +9.3% | -2.3% |
| YTD | +108.1% | -22.5% | +130.6% | +122.6% |
| 1Y | +313.8% | -7.0% | +320.8% | +331.8% |
| All | +313.8% | -7.1% | +320.8% | +331.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling