-8.3%
ALNY vs AR
+101.6%
-109.9%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.3% | -3.3% | -2.1% |
| 7D | 0.0% | +6.4% | -6.4% | -0.6% |
| 30D | -30.0% | +3.1% | -33.1% | -30.2% |
| 3M | -30.1% | +3.3% | -33.3% | -30.3% |
| 6M | -46.4% | +6.6% | -52.9% | -46.8% |
| YTD | -60.6% | +12.3% | -72.9% | -61.3% |
| 1Y | -65.4% | +12.3% | -77.7% | -66.0% |
| 3Y | -3.2% | +50.4% | -53.7% | -7.2% |
| 5Y | -8.3% | +101.0% | -109.3% | -7.2% |
| All | -8.3% | +101.6% | -109.9% | -7.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling