+30.6%
ALNY vs BAH
+1.2%
+29.3%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +4.8% | -8.9% | -4.8% |
| 7D | -6.4% | +2.4% | -8.9% | -6.8% |
| 30D | +11.9% | -2.9% | +14.8% | +12.4% |
| 3M | -15.0% | -1.3% | -13.7% | -15.0% |
| 6M | -23.2% | -0.9% | -22.3% | -23.5% |
| YTD | -37.8% | -8.2% | -29.5% | -37.8% |
| 1Y | -47.3% | -24.0% | -23.3% | -45.3% |
| 3Y | +22.9% | -28.1% | +51.0% | +23.7% |
| 5Y | +30.6% | +2.5% | +28.1% | +18.7% |
| All | +30.6% | +1.2% | +29.3% | +18.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling