+93.1%
ACN vs ALNY
+260.0%
-166.9%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.5% | +2.9% | +3.3% |
| 7D | -1.5% | -6.5% | +5.0% | -0.8% |
| 30D | +2.1% | +11.0% | -9.0% | +0.9% |
| 3M | +11.1% | -14.1% | +25.2% | +12.3% |
| 6M | -6.8% | -22.4% | +15.5% | -5.0% |
| YTD | -30.0% | -37.5% | +7.4% | -27.2% |
| 1Y | -23.1% | -46.9% | +23.8% | -18.8% |
| 3Y | -40.4% | +22.1% | -62.5% | -43.4% |
| 5Y | -41.6% | +31.2% | -72.8% | -46.3% |
| All | +93.1% | +260.0% | -166.9% | +62.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALNY.
Daily Out/Under-Performance
Portfolio return minus ALNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALNY 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 ALNY 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