+236.1%
ALNY vs BWA
+156.8%
+79.3%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.5% | -1.0% | +0.1% |
| 7D | -6.5% | -1.3% | -5.2% | -6.3% |
| 30D | +11.0% | -2.9% | +14.0% | +11.7% |
| 3M | -14.1% | -10.7% | -3.3% | -12.2% |
| 6M | -22.4% | +26.5% | -48.9% | -27.9% |
| YTD | -37.5% | +49.1% | -86.6% | -45.1% |
| 1Y | -46.9% | +52.1% | -99.0% | -53.9% |
| 3Y | +22.1% | +72.6% | -50.5% | -0.3% |
| 5Y | +31.2% | +89.4% | -58.2% | +1.4% |
| All | +236.1% | +156.8% | +79.3% | +122.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 10y: compounded portfolio wealth divided by compounded BWA 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…
10y analysis · Full analysis span regression · 6 months rolling