+199.3%
ALNY vs ALC
+24.0%
+175.3%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.2% | +2.8% | +1.5% |
| 7D | +12.2% | -2.1% | +14.3% | +13.2% |
| 30D | +16.3% | -0.1% | +16.4% | +16.4% |
| 3M | -12.4% | +5.9% | -18.2% | -14.4% |
| 6M | -18.7% | -15.9% | -2.8% | -13.5% |
| YTD | -33.1% | -10.1% | -23.0% | -30.8% |
| 1Y | -41.3% | -10.2% | -31.1% | -39.5% |
| 3Y | +32.3% | -13.6% | +45.8% | +35.8% |
| 5Y | +34.8% | -15.1% | +49.9% | +36.5% |
| All | +199.3% | +24.0% | +175.3% | +156.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling