-10.9%
ALNY vs AS
+134.9%
-145.7%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -0.9% | -0.5% |
| 7D | -5.5% | +6.9% | -12.4% | -6.1% |
| 30D | -30.5% | +16.0% | -46.5% | -31.6% |
| 3M | -27.8% | -12.8% | -15.0% | -27.0% |
| 6M | -48.5% | -15.4% | -33.2% | -47.8% |
| YTD | -60.8% | -15.7% | -45.0% | -60.4% |
| 1Y | -64.6% | +6.1% | -70.7% | -65.0% |
| All | -10.9% | +134.9% | -145.7% | -11.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling