+3,452.6%
ALNY vs BG
+429.3%
+3,023.3%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.7% | +2.2% | +1.0% |
| 7D | -6.5% | +3.1% | -9.7% | -7.4% |
| 30D | +11.0% | +10.2% | +0.8% | +7.8% |
| 3M | -14.1% | -1.7% | -12.4% | -14.1% |
| 6M | -22.4% | +1.0% | -23.4% | -23.2% |
| YTD | -37.5% | +39.9% | -77.4% | -43.8% |
| 1Y | -46.9% | +53.2% | -100.2% | -53.8% |
| 3Y | +22.1% | +16.3% | +5.8% | +12.8% |
| 5Y | +31.2% | +83.9% | -52.7% | +2.8% |
| 10Y | +256.3% | +165.1% | +91.2% | +128.9% |
| All | +3,452.6% | +429.3% | +3,023.3% | +1,316.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling