+22.1%
ALNY vs BWA
+70.7%
-48.6%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.5% | -1.0% | +0.3% |
| 7D | -6.5% | -1.3% | -5.2% | -6.4% |
| 30D | +11.0% | -2.9% | +14.0% | +11.3% |
| 3M | -14.1% | -10.7% | -3.3% | -12.8% |
| 6M | -22.4% | +26.5% | -48.9% | -25.6% |
| YTD | -37.5% | +49.1% | -86.6% | -42.5% |
| 1Y | -46.9% | +52.1% | -99.0% | -51.4% |
| 3Y | +22.1% | +72.6% | -50.5% | -1.5% |
| All | +22.1% | +70.7% | -48.6% | -1.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling