-5.6%
ALNY vs AS
+123.4%
-129.1%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -0.8% | +6.2% | +5.4% |
| 7D | +5.8% | -4.9% | +10.7% | +6.3% |
| 30D | -26.5% | +3.9% | -30.4% | -26.8% |
| 3M | -27.3% | -9.6% | -17.7% | -26.7% |
| 6M | -43.4% | -8.7% | -34.7% | -43.0% |
| YTD | -58.5% | -19.8% | -38.7% | -57.9% |
| 1Y | -63.6% | -1.5% | -62.1% | -63.8% |
| All | -5.6% | +123.4% | -129.1% | -5.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling