-4.8%
ALNY vs ALL
+161.6%
-166.4%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +0.4% | +5.0% | +5.3% |
| 7D | +5.8% | +5.0% | +0.8% | +4.7% |
| 30D | -26.5% | +13.3% | -39.8% | -28.8% |
| 3M | -27.3% | +3.2% | -30.5% | -28.1% |
| 6M | -43.4% | +25.3% | -68.7% | -46.4% |
| YTD | -58.5% | +30.5% | -88.9% | -61.2% |
| 1Y | -63.6% | +29.2% | -92.8% | -66.0% |
| 3Y | 0.0% | +119.1% | -119.1% | -16.4% |
| All | -4.8% | +161.6% | -166.4% | -18.2% |
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