+3,507.4%
ALM vs COO
+104.8%
+3,402.7%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.8% | +3.9% | +2.4% |
| 7D | -6.7% | +4.7% | -11.4% | -7.4% |
| 30D | -32.9% | +13.9% | -46.8% | -34.4% |
| 3M | -39.5% | -14.9% | -24.5% | -38.1% |
| 6M | -62.0% | +2.0% | -64.0% | -62.7% |
| YTD | -7.8% | -23.9% | +16.1% | -4.1% |
| 1Y | +26.7% | -9.6% | +36.3% | +27.4% |
| 3Y | +825.4% | -25.4% | +850.8% | +855.9% |
| 5Y | +401.2% | -41.2% | +442.4% | +428.7% |
| 10Y | +2,074.0% | +42.1% | +2,032.0% | +1,714.1% |
| All | +3,507.4% | +104.8% | +3,402.7% | +246.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling