+33.9%
ALNY vs ALL
+115.3%
-81.4%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.3% | +0.3% |
| 7D | -6.5% | -2.3% | -4.3% | -6.0% |
| 30D | +11.0% | -0.4% | +11.5% | +11.2% |
| 3M | -14.1% | +16.0% | -30.1% | -16.6% |
| 6M | -22.4% | +24.6% | -47.0% | -26.0% |
| YTD | -37.5% | +23.7% | -61.1% | -40.4% |
| 1Y | -46.9% | +27.7% | -74.7% | -49.9% |
| 3Y | +22.1% | +150.2% | -128.2% | +2.6% |
| All | +33.9% | +115.3% | -81.4% | +20.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling