+33.9%
ALNY vs AGI
+400.3%
-366.4%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.2% | +0.4% |
| 7D | -6.5% | -2.7% | -3.8% | -6.1% |
| 30D | +11.0% | +7.2% | +3.8% | +9.8% |
| 3M | -14.1% | +4.3% | -18.3% | -15.1% |
| 6M | -22.4% | -27.1% | +4.7% | -19.5% |
| YTD | -37.5% | -6.6% | -30.9% | -38.0% |
| 1Y | -46.9% | +9.5% | -56.4% | -49.0% |
| 3Y | +22.1% | +208.4% | -186.4% | -3.4% |
| All | +33.9% | +400.3% | -366.4% | 0.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 AGI 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