+21.5%
ALNY vs ALL
+150.1%
-128.6%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.7% | -3.4% | -3.9% |
| 7D | -6.4% | -4.3% | -2.1% | -5.2% |
| 30D | +11.9% | -3.6% | +15.5% | +13.1% |
| 3M | -15.0% | +13.2% | -28.2% | -17.5% |
| 6M | -23.2% | +22.5% | -45.7% | -27.2% |
| YTD | -37.8% | +22.7% | -60.5% | -41.1% |
| 1Y | -47.3% | +28.3% | -75.6% | -51.1% |
| All | +21.5% | +150.1% | -128.6% | +6.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling