-63.6%
ALNY vs ABCL
+198.4%
-262.1%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -1.1% | +6.5% | +5.5% |
| 7D | +5.8% | -3.3% | +9.1% | +6.1% |
| 30D | -26.5% | -7.1% | -19.4% | -25.9% |
| 3M | -27.3% | +4.7% | -32.1% | -27.3% |
| 6M | -43.4% | +140.9% | -184.3% | -47.3% |
| YTD | -58.5% | +236.0% | -294.5% | -63.9% |
| 1Y | -63.6% | +217.4% | -281.0% | -68.4% |
| All | -63.6% | +198.4% | -262.1% | -68.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 ABCL 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