+234.5%
ALNY vs ACWI
+230.9%
+3.7%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.8% | -3.2% | -3.3% |
| 7D | -6.4% | -1.9% | -4.5% | -4.7% |
| 30D | +11.9% | -1.3% | +13.2% | +13.3% |
| 3M | -15.0% | +5.0% | -20.0% | -19.5% |
| 6M | -23.2% | +11.7% | -34.9% | -31.7% |
| YTD | -37.8% | +13.0% | -50.7% | -45.3% |
| 1Y | -47.3% | +19.2% | -66.5% | -56.0% |
| 3Y | +22.9% | +75.0% | -52.1% | -29.3% |
| 5Y | +30.6% | +67.1% | -36.5% | -21.8% |
| All | +234.5% | +230.9% | +3.7% | -18.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 ACWI 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