0.0%
ALNY vs COO
-24.0%
+24.1%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +0.7% | +4.6% | +5.2% |
| 7D | +5.8% | +0.5% | +5.4% | +5.7% |
| 30D | -26.5% | +14.2% | -40.6% | -29.4% |
| 3M | -27.3% | -18.2% | -9.1% | -23.2% |
| 6M | -43.4% | +5.3% | -48.7% | -44.4% |
| YTD | -58.5% | -23.6% | -34.9% | -55.6% |
| 1Y | -63.6% | -12.7% | -51.0% | -62.5% |
| 3Y | 0.0% | -24.2% | +24.2% | -3.5% |
| All | 0.0% | -24.0% | +24.1% | -3.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling