-62.0%
ALNY vs COO
-7.7%
-54.3%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +5.9% | -5.2% | -0.9% |
| 7D | -30.7% | +8.4% | -39.1% | -32.4% |
| 30D | -26.7% | +13.5% | -40.2% | -29.7% |
| 3M | -26.4% | -13.8% | -12.7% | -22.1% |
| 6M | -45.9% | +4.7% | -50.6% | -46.5% |
| YTD | -59.5% | -21.4% | -38.1% | -57.4% |
| 1Y | -62.0% | -6.7% | -55.2% | -57.1% |
| All | -62.0% | -7.7% | -54.3% | -57.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling