-7.6%
ALNY vs ALK
-28.7%
+21.0%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -1.2% | +6.6% | +5.7% |
| 7D | -0.8% | +2.6% | -3.3% | -1.4% |
| 30D | -29.6% | +7.8% | -37.4% | -31.1% |
| 3M | -27.7% | -15.2% | -12.5% | -25.4% |
| 6M | -43.9% | +5.0% | -48.9% | -45.5% |
| YTD | -59.8% | -18.4% | -41.4% | -59.0% |
| 1Y | -64.6% | -2.4% | -62.2% | -65.7% |
| 3Y | -1.3% | +19.8% | -21.0% | -17.8% |
| 5Y | -7.6% | -27.8% | +20.1% | -10.4% |
| All | -7.6% | -28.7% | +21.0% | -10.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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