+1,317.0%
ALNY vs BR
+1,278.7%
+38.2%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.6% |
| 7D | -6.5% | -3.0% | -3.6% | -5.0% |
| 30D | +11.0% | -0.3% | +11.3% | +11.0% |
| 3M | -14.1% | +17.3% | -31.4% | -21.4% |
| 6M | -22.4% | -6.7% | -15.7% | -20.3% |
| YTD | -37.5% | -23.4% | -14.0% | -29.1% |
| 1Y | -46.9% | -32.7% | -14.3% | -35.5% |
| 3Y | +22.1% | -5.9% | +28.0% | +21.2% |
| 5Y | +31.2% | +8.4% | +22.8% | +17.2% |
| 10Y | +256.3% | +189.2% | +67.1% | +63.7% |
| All | +1,317.0% | +1,278.7% | +38.2% | +170.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling