+30.6%
ALNY vs APD
+24.4%
+6.2%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.5% | -3.5% | -3.9% |
| 7D | -6.4% | -3.5% | -2.9% | -5.4% |
| 30D | +11.9% | -5.1% | +17.0% | +13.7% |
| 3M | -15.0% | +6.9% | -21.9% | -17.2% |
| 6M | -23.2% | +8.1% | -31.3% | -25.6% |
| YTD | -37.8% | +21.2% | -59.0% | -42.1% |
| 1Y | -47.3% | +4.9% | -52.1% | -48.6% |
| 3Y | +22.9% | +6.3% | +16.6% | +17.8% |
| 5Y | +30.6% | +24.3% | +6.3% | +5.6% |
| All | +30.6% | +24.4% | +6.2% | +5.6% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 APD 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