-33.5%
ALNY vs ADVB
-96.8%
+63.4%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -23.6% | +28.9% | +5.7% |
| 7D | +5.8% | +27.8% | -21.9% | +5.1% |
| 30D | -26.5% | -50.8% | +24.3% | -26.2% |
| 3M | -27.3% | -70.5% | +43.2% | -26.8% |
| 6M | -43.4% | -46.7% | +3.4% | -43.9% |
| YTD | -58.5% | -56.7% | -1.8% | -58.8% |
| 1Y | -63.6% | -71.8% | +8.1% | -63.6% |
| All | -33.5% | -96.8% | +63.4% | -9.6% |
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