+3,615.7%
ALNY vs AA
-10.6%
+3,626.4%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +3.5% | -5.8% | -3.1% |
| 7D | +5.7% | +1.7% | +4.0% | +5.2% |
| 30D | +18.7% | +3.3% | +15.3% | +17.5% |
| 3M | -11.0% | -29.4% | +18.4% | -4.6% |
| 6M | -18.9% | -12.8% | -6.1% | -18.4% |
| YTD | -34.6% | -2.1% | -32.5% | -36.6% |
| 1Y | -42.8% | +62.8% | -105.6% | -51.6% |
| 3Y | +29.1% | +90.5% | -61.3% | -1.7% |
| 5Y | +39.6% | +19.1% | +20.5% | +8.4% |
| 10Y | +253.8% | +124.8% | +129.0% | +79.6% |
| All | +3,615.7% | -10.6% | +3,626.4% | +1,992.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling