+3,585.7%
ALNY vs BBWI
+231.5%
+3,354.2%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -6.3% | +5.5% | +0.5% |
| 7D | -3.5% | -4.4% | +0.9% | -2.7% |
| 30D | +18.9% | -7.4% | +26.3% | +20.3% |
| 3M | -13.3% | -2.2% | -11.1% | -13.9% |
| 6M | -20.3% | -16.3% | -4.0% | -19.0% |
| YTD | -35.1% | -9.1% | -26.0% | -35.5% |
| 1Y | -46.5% | -34.5% | -12.0% | -43.7% |
| 3Y | +28.1% | -47.0% | +75.0% | +34.1% |
| 5Y | +36.1% | -68.8% | +104.9% | +54.1% |
| 10Y | +269.7% | -57.4% | +327.0% | +245.2% |
| All | +3,585.7% | +231.5% | +3,354.2% | +1,141.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling