-62.0%
ALNY vs AA
+13.9%
-75.9%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.8% | -2.0% | +0.7% |
| 7D | -30.7% | +0.9% | -31.6% | -30.7% |
| 30D | -26.7% | -6.4% | -20.3% | -26.7% |
| 3M | -26.4% | -13.0% | -13.5% | -26.2% |
| 6M | -45.9% | -34.6% | -11.3% | -45.4% |
| YTD | -59.5% | -23.0% | -36.5% | -60.4% |
| 1Y | -62.0% | +16.0% | -77.9% | -64.1% |
| All | -62.0% | +13.9% | -75.9% | -64.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 1y: compounded portfolio wealth divided by compounded AA 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…
1y analysis · Full analysis span regression · 6 months rolling