+236.1%
ALNY vs COO
+17.0%
+219.1%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +0.7% |
| 7D | -6.5% | -22.5% | +16.0% | +3.4% |
| 30D | +11.0% | -29.7% | +40.8% | +28.0% |
| 3M | -14.1% | -20.1% | +6.1% | -6.2% |
| 6M | -22.4% | -26.9% | +4.5% | -12.2% |
| YTD | -37.5% | -34.2% | -3.2% | -26.2% |
| 1Y | -46.9% | -21.3% | -25.7% | -42.3% |
| 3Y | +22.1% | -38.7% | +60.7% | +42.8% |
| 5Y | +31.2% | -52.2% | +83.4% | +67.5% |
| All | +236.1% | +17.0% | +219.1% | +133.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling