-46.9%
ALNY vs AUR
+17.8%
-64.7%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.6% | -1.1% | +0.4% |
| 7D | -6.5% | +1.4% | -8.0% | -6.6% |
| 30D | +11.0% | -6.4% | +17.4% | +11.0% |
| 3M | -14.1% | +7.7% | -21.8% | -15.3% |
| 6M | -22.4% | +44.5% | -66.9% | -28.8% |
| YTD | -37.5% | +67.4% | -104.9% | -43.5% |
| 1Y | -46.9% | +15.4% | -62.4% | -51.5% |
| All | -46.9% | +17.8% | -64.7% | -51.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 1y: compounded portfolio wealth divided by compounded AUR 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…
1y analysis · Full analysis span regression · 6 months rolling