+3,615.7%
ALNY vs BP
+158.3%
+3,457.4%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +2.4% | -4.7% | -3.0% |
| 7D | +5.7% | +0.9% | +4.8% | +5.3% |
| 30D | +18.7% | +9.1% | +9.5% | +15.1% |
| 3M | -11.0% | +3.9% | -14.9% | -13.1% |
| 6M | -18.9% | +13.6% | -32.5% | -23.6% |
| YTD | -34.6% | +34.0% | -68.6% | -42.0% |
| 1Y | -42.8% | +39.2% | -82.0% | -50.1% |
| 3Y | +29.1% | +36.4% | -7.3% | +11.0% |
| 5Y | +39.6% | +135.8% | -96.2% | -5.3% |
| 10Y | +253.8% | +125.0% | +128.8% | +118.7% |
| All | +3,615.7% | +158.3% | +3,457.4% | +2,085.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling