+30.6%
ALNY vs ALC
-19.4%
+50.0%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.7% | -1.3% | -2.9% |
| 7D | -6.4% | -7.7% | +1.2% | -3.3% |
| 30D | +11.9% | -11.7% | +23.6% | +17.8% |
| 3M | -15.0% | +0.7% | -15.7% | -15.3% |
| 6M | -23.2% | -17.1% | -6.1% | -17.7% |
| YTD | -37.8% | -15.1% | -22.6% | -34.0% |
| 1Y | -47.3% | -14.1% | -33.2% | -44.6% |
| 3Y | +22.9% | -18.2% | +41.0% | +28.9% |
| 5Y | +30.6% | -19.2% | +49.7% | +33.8% |
| All | +30.6% | -19.4% | +50.0% | +33.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling