+236.1%
ALNY vs BAH
+207.9%
+28.2%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.2% | +0.4% |
| 7D | -6.5% | +4.3% | -10.8% | -7.6% |
| 30D | +11.0% | -2.5% | +13.5% | +11.6% |
| 3M | -14.1% | -0.9% | -13.1% | -14.2% |
| 6M | -22.4% | +1.5% | -23.9% | -23.3% |
| YTD | -37.5% | -8.0% | -29.5% | -37.4% |
| 1Y | -46.9% | -24.7% | -22.2% | -44.1% |
| 3Y | +22.1% | -28.4% | +50.5% | +24.9% |
| 5Y | +31.2% | +2.8% | +28.4% | +15.9% |
| All | +236.1% | +207.9% | +28.2% | +158.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 10y: compounded portfolio wealth divided by compounded BAH 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…
10y analysis · Full analysis span regression · 6 months rolling