+33.9%
ALNY vs AG
+63.6%
-29.8%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.9% | +3.4% | +0.7% |
| 7D | -6.5% | -6.7% | +0.2% | -6.0% |
| 30D | +11.0% | +2.2% | +8.9% | +10.8% |
| 3M | -14.1% | +15.7% | -29.8% | -15.4% |
| 6M | -22.4% | -23.8% | +1.4% | -21.2% |
| YTD | -37.5% | +17.6% | -55.1% | -39.4% |
| 1Y | -46.9% | +88.6% | -135.6% | -51.1% |
| 3Y | +22.1% | +253.4% | -231.4% | +0.8% |
| All | +33.9% | +63.6% | -29.8% | +23.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling