-41.3%
ALNY vs ALC
-10.2%
-31.2%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.2% | +2.8% | +1.3% |
| 7D | +12.2% | -2.1% | +14.3% | +12.9% |
| 30D | +16.3% | -0.1% | +16.4% | +16.5% |
| 3M | -12.4% | +5.9% | -18.2% | -13.6% |
| 6M | -18.7% | -15.9% | -2.8% | -17.1% |
| YTD | -33.1% | -10.1% | -23.0% | -32.1% |
| 1Y | -41.3% | -10.2% | -31.1% | -39.8% |
| All | -41.3% | -10.2% | -31.2% | -39.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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