-62.0%
ALNY vs AG
+29.4%
-91.3%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +9.1% | -8.4% | -0.2% |
| 7D | -30.7% | -2.6% | -28.1% | -30.5% |
| 30D | -26.7% | -12.1% | -14.6% | -26.0% |
| 3M | -26.4% | -6.6% | -19.9% | -25.8% |
| 6M | -45.9% | -20.5% | -25.5% | -45.2% |
| YTD | -59.5% | -7.4% | -52.1% | -59.7% |
| 1Y | -62.0% | +33.4% | -95.4% | -63.0% |
| All | -62.0% | +29.4% | -91.3% | -63.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 AG 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