+21.5%
ALNY vs BAH
-28.1%
+49.6%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +4.8% | -8.9% | -4.6% |
| 7D | -6.4% | +2.4% | -8.9% | -6.7% |
| 30D | +11.9% | -2.9% | +14.8% | +12.3% |
| 3M | -15.0% | -1.3% | -13.7% | -15.0% |
| 6M | -23.2% | -0.9% | -22.3% | -23.4% |
| YTD | -37.8% | -8.2% | -29.5% | -37.9% |
| 1Y | -47.3% | -24.0% | -23.3% | -45.9% |
| All | +21.5% | -28.1% | +49.6% | +23.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling