+165.5%
ALNY vs AR
-28.5%
+194.0%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.3% | -3.3% | -2.1% |
| 7D | 0.0% | +6.4% | -6.4% | -0.7% |
| 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% | -46.9% |
| YTD | -60.6% | +12.3% | -72.9% | -61.4% |
| 1Y | -65.4% | +12.3% | -77.7% | -66.1% |
| 3Y | -3.2% | +50.4% | -53.7% | -9.0% |
| 5Y | -8.3% | +101.0% | -109.3% | -18.9% |
| 10Y | +236.6% | +57.5% | +179.1% | +219.3% |
| All | +165.5% | -28.5% | +194.0% | +168.1% |
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 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