+2,457.5%
ALNY vs BAH
+876.9%
+1,580.7%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.9% | -1.3% | -2.0% |
| 7D | +5.7% | -4.3% | +10.0% | +7.1% |
| 30D | +18.7% | -4.5% | +23.1% | +20.3% |
| 3M | -11.0% | -7.6% | -3.4% | -9.1% |
| 6M | -18.9% | -10.6% | -8.3% | -16.8% |
| YTD | -34.6% | -12.6% | -22.0% | -33.4% |
| 1Y | -42.8% | -27.0% | -15.9% | -38.5% |
| 3Y | +29.1% | -31.5% | +60.6% | +35.0% |
| 5Y | +39.6% | -3.8% | +43.4% | +24.2% |
| 10Y | +253.8% | +183.9% | +69.8% | +84.7% |
| All | +2,457.5% | +876.9% | +1,580.7% | +716.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling