-0.2%
ALNY vs ADVB
-88.9%
+88.7%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +4.1% | -8.2% | -4.1% |
| 7D | -6.4% | -5.9% | -0.6% | -6.4% |
| 30D | +11.9% | +13.9% | -2.0% | +11.7% |
| 3M | -15.0% | +127.3% | -142.3% | -16.8% |
| 6M | -23.2% | +77.0% | -100.2% | -24.5% |
| YTD | -37.8% | +51.5% | -89.3% | -38.7% |
| 1Y | -47.3% | -11.3% | -35.9% | -47.6% |
| All | -0.2% | -88.9% | +88.7% | +34.4% |
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