+879.4%
ALM vs COO
-24.0%
+903.5%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +0.7% | +7.0% | +7.6% |
| 7D | +1.2% | +0.5% | +0.8% | +1.2% |
| 30D | -19.3% | +14.2% | -33.5% | -21.4% |
| 3M | -40.6% | -18.2% | -22.4% | -38.4% |
| 6M | -57.9% | +5.3% | -63.3% | -59.7% |
| YTD | -6.7% | -23.6% | +16.9% | -0.2% |
| 1Y | +20.2% | -12.7% | +32.9% | +22.7% |
| 3Y | +879.4% | -24.2% | +903.6% | +980.5% |
| All | +879.4% | -24.0% | +903.5% | +980.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling