+236.1%
ALNY vs ALL
+365.1%
-129.0%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.3% | +0.2% |
| 7D | -6.5% | -2.3% | -4.3% | -5.9% |
| 30D | +11.0% | -0.4% | +11.5% | +11.2% |
| 3M | -14.1% | +16.0% | -30.1% | -17.8% |
| 6M | -22.4% | +24.6% | -47.0% | -27.5% |
| YTD | -37.5% | +23.7% | -61.1% | -41.6% |
| 1Y | -46.9% | +27.7% | -74.7% | -51.1% |
| 3Y | +22.1% | +150.2% | -128.2% | -9.7% |
| 5Y | +31.2% | +117.1% | -85.9% | -0.7% |
| All | +236.1% | +365.1% | -129.0% | +59.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 10y: compounded portfolio wealth divided by compounded ALL 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…
10y analysis · Full analysis span regression · 6 months rolling