+22.1%
ALNY vs BR
-5.3%
+27.4%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.6% |
| 7D | -6.5% | -3.0% | -3.6% | -5.6% |
| 30D | +11.0% | -0.3% | +11.3% | +11.0% |
| 3M | -14.1% | +17.3% | -31.4% | -18.4% |
| 6M | -22.4% | -6.7% | -15.7% | -21.0% |
| YTD | -37.5% | -23.4% | -14.0% | -31.4% |
| 1Y | -46.9% | -32.7% | -14.3% | -38.2% |
| 3Y | +22.1% | -5.9% | +28.0% | +13.0% |
| All | +22.1% | -5.3% | +27.4% | +13.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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