+105.3%
ALNY vs ABCL
-81.3%
+186.5%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.2% | +1.8% | +0.8% |
| 7D | +12.2% | +0.7% | +11.5% | +12.1% |
| 30D | +16.3% | +93.1% | -76.7% | +5.5% |
| 3M | -12.4% | +79.4% | -91.8% | -20.7% |
| 6M | -18.7% | +214.9% | -233.6% | -33.1% |
| YTD | -33.1% | +234.2% | -267.3% | -45.9% |
| 1Y | -41.3% | +174.8% | -216.1% | -51.8% |
| 3Y | +32.3% | +104.5% | -72.2% | +7.8% |
| 5Y | +34.8% | -39.0% | +73.8% | +24.1% |
| All | +105.3% | -81.3% | +186.5% | +101.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling