+236.1%
ALNY vs BBY
+252.7%
-16.6%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.1% | -2.6% | -0.3% |
| 7D | -6.5% | +0.6% | -7.1% | -6.7% |
| 30D | +11.0% | +9.4% | +1.6% | +8.5% |
| 3M | -14.1% | +19.3% | -33.4% | -17.9% |
| 6M | -22.4% | +47.9% | -70.3% | -30.4% |
| YTD | -37.5% | +39.6% | -77.0% | -43.3% |
| 1Y | -46.9% | +22.2% | -69.1% | -50.3% |
| 3Y | +22.1% | +45.0% | -22.9% | +3.8% |
| 5Y | +31.2% | +2.6% | +28.6% | +19.6% |
| All | +236.1% | +252.7% | -16.6% | +105.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BBY.
Daily Out/Under-Performance
Portfolio return minus BBY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBY 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 BBY 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