+351.0%
ALNY vs AR
-27.2%
+378.3%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.3% | +0.7% |
| 7D | +12.2% | +2.5% | +9.7% | +11.9% |
| 30D | +16.3% | +14.8% | +1.5% | +14.6% |
| 3M | -12.4% | +6.2% | -18.6% | -13.1% |
| 6M | -18.7% | +4.3% | -23.0% | -19.4% |
| YTD | -33.1% | +14.4% | -47.4% | -34.4% |
| 1Y | -41.3% | +21.3% | -62.7% | -43.0% |
| 3Y | +32.3% | +39.8% | -7.5% | +25.2% |
| 5Y | +34.8% | +142.1% | -107.3% | +16.8% |
| 10Y | +284.7% | +52.0% | +232.7% | +267.9% |
| All | +351.0% | -27.2% | +378.3% | +355.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling