+47.5%
ALNY vs AS
+107.2%
-59.7%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.2% | +2.4% | -0.5% |
| 7D | -3.5% | -2.8% | -0.7% | -3.3% |
| 30D | +18.9% | -23.2% | +42.1% | +21.9% |
| 3M | -13.3% | -20.1% | +6.8% | -11.5% |
| 6M | -20.3% | -18.5% | -1.8% | -18.9% |
| YTD | -35.1% | -25.6% | -9.5% | -33.6% |
| 1Y | -46.5% | -24.4% | -22.1% | -45.3% |
| All | +47.5% | +107.2% | -59.7% | +48.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 AS 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