+35.9%
ALNY vs BTDR
+15.3%
+20.6%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -6.5% | +2.4% | -3.9% |
| 7D | -6.4% | -3.2% | -3.2% | -6.3% |
| 30D | +11.9% | +32.7% | -20.8% | +10.9% |
| 3M | -15.0% | -28.4% | +13.4% | -14.2% |
| 6M | -23.2% | +51.7% | -74.9% | -25.3% |
| YTD | -37.8% | +2.9% | -40.6% | -38.7% |
| 1Y | -47.3% | -15.5% | -31.8% | -48.1% |
| 3Y | +22.9% | 0.0% | +22.9% | +13.7% |
| 5Y | +30.6% | +16.5% | +14.1% | +14.6% |
| All | +35.9% | +15.3% | +20.6% | +19.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BTDR.
Daily Out/Under-Performance
Portfolio return minus BTDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTDR 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 BTDR 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