+577.6%
AKAM vs ALNY
+3,976.7%
-3,399.1%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.4% |
| 7D | +1.5% | -6.5% | +8.0% | +2.5% |
| 30D | -13.0% | +11.0% | -24.1% | -14.5% |
| 3M | -19.4% | -14.1% | -5.3% | -18.7% |
| 6M | +0.3% | -22.4% | +22.7% | +2.4% |
| YTD | +22.4% | -37.5% | +59.9% | +28.9% |
| 1Y | +34.8% | -46.9% | +81.8% | +45.3% |
| 3Y | +1.9% | +22.1% | -20.1% | -6.8% |
| 5Y | -4.6% | +31.2% | -35.8% | -17.3% |
| 10Y | +103.4% | +256.3% | -152.9% | +30.3% |
| All | +577.6% | +3,976.7% | -3,399.1% | +140.7% |
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