+378.3%
ALM vs COO
-39.4%
+417.7%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -1.2% | -5.3% | -6.3% |
| 7D | -4.0% | -2.1% | -1.9% | -3.6% |
| 30D | -30.5% | +13.9% | -44.4% | -32.3% |
| 3M | -46.9% | -18.9% | -28.0% | -44.8% |
| 6M | -65.5% | +3.7% | -69.2% | -66.6% |
| YTD | -13.4% | -24.1% | +10.7% | -8.3% |
| 1Y | +9.8% | -14.2% | +24.0% | +12.1% |
| 3Y | +783.1% | -24.5% | +807.6% | +822.4% |
| 5Y | +378.3% | -40.4% | +418.7% | +400.4% |
| All | +378.3% | -39.4% | +417.7% | +400.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling