-5.1%
ALNY vs AR
+48.5%
-53.6%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.3% | -3.3% | -2.2% |
| 7D | 0.0% | +6.4% | -6.4% | -0.9% |
| 30D | -30.0% | +3.1% | -33.1% | -30.2% |
| 3M | -30.1% | +3.3% | -33.3% | -30.4% |
| 6M | -46.4% | +6.6% | -52.9% | -47.0% |
| YTD | -60.6% | +12.3% | -72.9% | -61.7% |
| 1Y | -65.4% | +12.3% | -77.7% | -66.5% |
| All | -5.1% | +48.5% | -53.6% | -9.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling