+22.1%
ALNY vs BG
+18.0%
+4.1%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.7% | +2.2% | +0.6% |
| 7D | -6.5% | +3.1% | -9.7% | -6.9% |
| 30D | +11.0% | +10.2% | +0.8% | +9.9% |
| 3M | -14.1% | -1.7% | -12.4% | -14.1% |
| 6M | -22.4% | +1.0% | -23.4% | -22.7% |
| YTD | -37.5% | +39.9% | -77.4% | -40.0% |
| 1Y | -46.9% | +53.2% | -100.2% | -49.7% |
| 3Y | +22.1% | +16.3% | +5.8% | +4.7% |
| All | +22.1% | +18.0% | +4.1% | +4.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 3y: compounded portfolio wealth divided by compounded BG 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…
3y analysis · Full analysis span regression · 6 months rolling