+2,257.7%
ALNY vs APD
+1,089.8%
+1,167.9%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +0.1% | +5.3% | +5.3% |
| 7D | +5.8% | +3.8% | +2.0% | +3.7% |
| 30D | -26.5% | +8.2% | -34.7% | -29.7% |
| 3M | -27.3% | +4.3% | -31.6% | -29.2% |
| 6M | -43.4% | +4.7% | -48.1% | -45.5% |
| YTD | -58.5% | +31.5% | -90.0% | -65.0% |
| 1Y | -63.6% | +23.5% | -87.2% | -68.4% |
| 3Y | 0.0% | +29.1% | -29.1% | -18.0% |
| 5Y | -3.4% | +15.9% | -19.3% | -19.0% |
| 10Y | +254.6% | +191.9% | +62.7% | +46.9% |
| All | +2,257.7% | +1,089.8% | +1,167.9% | +276.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling