+22.1%
ALNY vs APA
+12.4%
+9.7%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | 0.0% | +0.4% |
| 7D | -6.5% | +4.6% | -11.1% | -6.8% |
| 30D | +11.0% | +11.9% | -0.9% | +10.1% |
| 3M | -14.1% | +22.5% | -36.5% | -15.4% |
| 6M | -22.4% | +37.5% | -59.9% | -25.0% |
| YTD | -37.5% | +87.2% | -124.6% | -41.7% |
| 1Y | -46.9% | +101.4% | -148.4% | -51.1% |
| 3Y | +22.1% | +16.9% | +5.2% | +6.7% |
| All | +22.1% | +12.4% | +9.7% | +6.7% |
Cumulative growth
Daily Returns
Daily percentage return beside APA.
Daily Out/Under-Performance
Portfolio return minus APA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APA 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 APA 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