+33.9%
ALNY vs BEN
+36.0%
-2.1%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | -6.5% | -3.1% | -3.4% | -5.7% |
| 30D | +11.0% | +0.2% | +10.9% | +10.9% |
| 3M | -14.1% | +6.8% | -20.9% | -16.1% |
| 6M | -22.4% | +38.1% | -60.5% | -30.4% |
| YTD | -37.5% | +44.3% | -81.8% | -44.8% |
| 1Y | -46.9% | +42.6% | -89.5% | -53.1% |
| 3Y | +22.1% | +52.3% | -30.2% | +2.4% |
| All | +33.9% | +36.0% | -2.1% | +9.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BEN.
Daily Out/Under-Performance
Portfolio return minus BEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BEN 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 5y: compounded portfolio wealth divided by compounded BEN 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…
5y analysis · Full analysis span regression · 6 months rolling