+3,452.6%
ALNY vs AU
+290.0%
+3,162.6%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | 0.0% | +0.4% |
| 7D | -6.5% | -4.3% | -2.3% | -6.2% |
| 30D | +11.0% | +7.3% | +3.7% | +10.2% |
| 3M | -14.1% | +26.3% | -40.4% | -16.3% |
| 6M | -22.4% | +1.8% | -24.2% | -23.2% |
| YTD | -37.5% | +26.8% | -64.3% | -39.7% |
| 1Y | -46.9% | +66.7% | -113.6% | -50.3% |
| 3Y | +22.1% | +579.1% | -557.0% | -2.0% |
| 5Y | +31.2% | +689.3% | -658.1% | +2.3% |
| 10Y | +256.3% | +686.6% | -430.3% | +162.1% |
| All | +3,452.6% | +290.0% | +3,162.6% | +2,412.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 AU 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