-62.0%
ALNY vs ADVB
-76.7%
+14.7%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.5% | +5.3% | +0.8% |
| 7D | -30.7% | -29.5% | -1.2% | -30.3% |
| 30D | -26.7% | -66.9% | +40.1% | -26.1% |
| 3M | -26.4% | -73.7% | +47.3% | -25.7% |
| 6M | -45.9% | -64.8% | +18.8% | -46.0% |
| YTD | -59.5% | -64.0% | +4.5% | -59.3% |
| 1Y | -62.0% | -77.0% | +15.0% | -61.8% |
| All | -62.0% | -76.7% | +14.7% | -61.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 ADVB 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