+243.5%
ALNY vs ACWI
+227.3%
+16.1%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +1.2% | +4.3% | +4.4% |
| 7D | -0.8% | -0.7% | -0.1% | -0.2% |
| 30D | -29.6% | -2.0% | -27.6% | -28.2% |
| 3M | -27.7% | -2.2% | -25.6% | -26.2% |
| 6M | -43.9% | +1.9% | -45.8% | -45.4% |
| YTD | -59.8% | +12.0% | -71.8% | -64.3% |
| 1Y | -64.6% | +12.5% | -77.2% | -68.7% |
| 3Y | -1.3% | +75.4% | -76.7% | -42.8% |
| 5Y | -7.6% | +61.5% | -69.1% | -42.6% |
| 10Y | +243.5% | +227.1% | +16.4% | -5.3% |
| All | +243.5% | +227.3% | +16.1% | -5.3% |
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