+7.2%
ALNY vs ADVB
-88.3%
+95.6%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.3% | +0.6% |
| 7D | +12.2% | -3.8% | +16.0% | +12.3% |
| 30D | +16.3% | +17.6% | -1.2% | +16.0% |
| 3M | -12.4% | +119.1% | -131.5% | -14.1% |
| 6M | -18.7% | +103.4% | -122.1% | -20.3% |
| YTD | -33.1% | +59.8% | -92.9% | -34.1% |
| 1Y | -41.3% | +8.5% | -49.9% | -42.4% |
| All | +7.2% | -88.3% | +95.6% | +44.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling