+33.9%
ALNY vs COR
+180.1%
-146.2%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.4% |
| 7D | -6.5% | -2.8% | -3.7% | -6.2% |
| 30D | +11.0% | +2.6% | +8.5% | +10.7% |
| 3M | -14.1% | +14.5% | -28.5% | -15.2% |
| 6M | -22.4% | -7.8% | -14.6% | -22.0% |
| YTD | -37.5% | -4.2% | -33.2% | -37.5% |
| 1Y | -46.9% | +7.0% | -53.9% | -48.1% |
| 3Y | +22.1% | +85.5% | -63.5% | +11.8% |
| All | +33.9% | +180.1% | -146.2% | +26.6% |
Cumulative growth
Daily Returns
Daily percentage return beside COR.
Daily Out/Under-Performance
Portfolio return minus COR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COR 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 5y: compounded portfolio wealth divided by compounded COR 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…
5y analysis · Full analysis span regression · 6 months rolling