-41.3%
ALNY vs COO
+4.1%
-45.5%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.5% | +2.1% | +1.1% |
| 7D | +12.2% | -2.2% | +14.5% | +13.1% |
| 30D | +16.3% | -7.0% | +23.4% | +19.3% |
| 3M | -12.4% | +12.2% | -24.6% | -14.9% |
| 6M | -18.7% | -15.1% | -3.6% | -17.2% |
| YTD | -33.1% | -15.1% | -18.0% | -31.8% |
| 1Y | -41.3% | +2.3% | -43.7% | -40.8% |
| All | -41.3% | +4.1% | -45.5% | -40.8% |
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 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