+52.1%
ALNY vs AS
+120.4%
-68.2%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.6% | -3.0% | +0.3% |
| 7D | +12.2% | -4.9% | +17.1% | +12.7% |
| 30D | +16.3% | -19.6% | +35.9% | +18.8% |
| 3M | -12.4% | -14.4% | +2.0% | -11.1% |
| 6M | -18.7% | -20.1% | +1.4% | -17.2% |
| YTD | -33.1% | -20.9% | -12.1% | -31.9% |
| 1Y | -41.3% | -21.9% | -19.5% | -40.3% |
| All | +52.1% | +120.4% | -68.2% | +52.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling