-62.0%
ALNY vs BBWI
+2.4%
-64.3%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.1% | -3.4% | +0.6% |
| 7D | -30.7% | +8.8% | -39.5% | -30.9% |
| 30D | -26.7% | +34.8% | -61.6% | -27.9% |
| 3M | -26.4% | +12.9% | -39.4% | -27.0% |
| 6M | -45.9% | +29.6% | -75.5% | -47.0% |
| YTD | -59.5% | +20.8% | -80.3% | -59.9% |
| 1Y | -62.0% | +4.1% | -66.0% | -61.9% |
| All | -62.0% | +2.4% | -64.3% | -61.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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