-62.0%
ALNY vs BP
+35.3%
-97.2%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.2% | +4.9% | -0.2% |
| 7D | -30.7% | -8.4% | -22.3% | -31.9% |
| 30D | -26.7% | +2.2% | -29.0% | -26.2% |
| 3M | -26.4% | +8.8% | -35.2% | -24.9% |
| 6M | -45.9% | -0.5% | -45.4% | -44.7% |
| YTD | -59.5% | +36.2% | -95.7% | -59.1% |
| 1Y | -62.0% | +36.6% | -98.5% | -61.6% |
| All | -62.0% | +35.3% | -97.2% | -61.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BP.
Daily Out/Under-Performance
Portfolio return minus BP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BP 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 1y: compounded portfolio wealth divided by compounded BP 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…
1y analysis · Full analysis span regression · 6 months rolling