+236.1%
ALNY vs BBWI
-55.0%
+291.1%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +6.4% | -5.9% | -0.2% |
| 7D | -6.5% | -4.8% | -1.7% | -6.1% |
| 30D | +11.0% | +3.5% | +7.6% | +10.4% |
| 3M | -14.1% | -0.3% | -13.8% | -14.5% |
| 6M | -22.4% | -5.4% | -17.0% | -22.7% |
| YTD | -37.5% | -4.7% | -32.7% | -37.9% |
| 1Y | -46.9% | -30.5% | -16.5% | -45.7% |
| 3Y | +22.1% | -44.3% | +66.4% | +24.8% |
| 5Y | +31.2% | -66.9% | +98.1% | +38.1% |
| All | +236.1% | -55.0% | +291.1% | +214.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling