+236.1%
ALNY vs AA
+122.9%
+113.2%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.5% |
| 7D | -6.5% | -3.4% | -3.1% | -6.2% |
| 30D | +11.0% | -5.8% | +16.8% | +11.8% |
| 3M | -14.1% | -29.9% | +15.8% | -10.7% |
| 6M | -22.4% | -27.0% | +4.6% | -20.2% |
| YTD | -37.5% | -8.7% | -28.8% | -37.9% |
| 1Y | -46.9% | +50.6% | -97.6% | -50.8% |
| 3Y | +22.1% | +74.1% | -52.0% | +7.6% |
| 5Y | +31.2% | +2.6% | +28.6% | +18.9% |
| All | +236.1% | +122.9% | +113.2% | +243.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling