+4.8%
ALNY vs ADVB
-88.8%
+93.6%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.8% | +1.5% | -2.2% |
| 7D | +5.7% | -14.0% | +19.7% | +5.9% |
| 30D | +18.7% | +41.0% | -22.3% | +18.1% |
| 3M | -11.0% | +127.9% | -138.9% | -12.8% |
| 6M | -18.9% | +101.3% | -120.2% | -20.5% |
| YTD | -34.6% | +53.8% | -88.4% | -35.6% |
| 1Y | -42.8% | +4.4% | -47.3% | -43.9% |
| All | +4.8% | -88.8% | +93.6% | +41.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling