+948.2%
ALM vs COO
-38.8%
+986.9%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.5% | 0.0% | -1.2% |
| 7D | -2.6% | -2.2% | -0.4% | -2.2% |
| 30D | +32.0% | -7.0% | +39.0% | +33.6% |
| 3M | -15.0% | +12.2% | -27.2% | -18.5% |
| 6M | -10.1% | -15.1% | +5.0% | -7.0% |
| YTD | +99.4% | -15.1% | +114.5% | +106.5% |
| 1Y | +316.4% | +2.3% | +314.0% | +309.8% |
| 3Y | +2,022.0% | -23.7% | +2,045.7% | +2,088.3% |
| All | +948.2% | -38.8% | +986.9% | +906.8% |
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 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