+234.5%
ALNY vs AR
+44.6%
+189.9%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.1% | -4.2% | -4.1% |
| 7D | -6.4% | -1.3% | -5.1% | -6.3% |
| 30D | +11.9% | +3.5% | +8.4% | +11.5% |
| 3M | -15.0% | +9.9% | -24.9% | -15.9% |
| 6M | -23.2% | +4.5% | -27.8% | -23.8% |
| YTD | -37.8% | +13.7% | -51.4% | -38.8% |
| 1Y | -47.3% | +19.2% | -66.5% | -48.5% |
| 3Y | +22.9% | +46.2% | -23.3% | +16.9% |
| 5Y | +30.6% | +145.9% | -115.3% | +15.7% |
| All | +234.5% | +44.6% | +189.9% | +249.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 10y: compounded portfolio wealth divided by compounded AR 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…
10y analysis · Full analysis span regression · 6 months rolling