+1,137.8%
ADI vs ALNY
+4,129.5%
-2,991.7%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +0.6% |
| 7D | +2.6% | -3.5% | +6.1% | +3.1% |
| 30D | -4.6% | +18.9% | -23.5% | -6.9% |
| 3M | -9.5% | -13.3% | +3.8% | -8.9% |
| 6M | +14.8% | -20.3% | +35.1% | +16.7% |
| YTD | +35.8% | -35.1% | +70.9% | +41.7% |
| 1Y | +48.9% | -46.5% | +95.4% | +59.3% |
| 3Y | +115.6% | +28.1% | +87.5% | +99.7% |
| 5Y | +135.1% | +36.1% | +99.0% | +109.7% |
| 10Y | +636.4% | +269.7% | +366.8% | +429.1% |
| All | +1,137.8% | +4,129.5% | -2,991.7% | +543.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling