+3,585.7%
ALNY vs BWA
+804.4%
+2,781.3%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.7% | -0.3% |
| 7D | -3.5% | +0.1% | -3.6% | -3.6% |
| 30D | +18.9% | -5.6% | +24.5% | +21.3% |
| 3M | -13.3% | -10.7% | -2.6% | -10.6% |
| 6M | -20.3% | +23.2% | -43.4% | -27.9% |
| YTD | -35.1% | +46.0% | -81.1% | -46.0% |
| 1Y | -46.5% | +51.2% | -97.7% | -56.4% |
| 3Y | +28.1% | +69.6% | -41.5% | -3.7% |
| 5Y | +36.1% | +86.6% | -50.5% | -5.5% |
| 10Y | +269.7% | +152.3% | +117.4% | +101.8% |
| All | +3,585.7% | +804.4% | +2,781.3% | +1,043.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling