+7,705.7%
ALM vs COO
+128.5%
+7,577.3%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.5% | 0.0% | -1.3% |
| 7D | -2.6% | -2.2% | -0.4% | -2.3% |
| 30D | +32.0% | -7.0% | +39.0% | +33.4% |
| 3M | -15.0% | +12.2% | -27.2% | -17.6% |
| 6M | -10.1% | -15.1% | +5.0% | -8.0% |
| YTD | +99.4% | -15.1% | +114.5% | +104.2% |
| 1Y | +316.4% | +2.3% | +314.0% | +311.1% |
| 3Y | +2,022.0% | -23.7% | +2,045.7% | +2,080.4% |
| 5Y | +941.2% | -38.9% | +980.1% | +990.5% |
| 10Y | +2,950.3% | +49.9% | +2,900.4% | +2,448.1% |
| All | +7,705.7% | +128.5% | +7,577.3% | +637.6% |
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