-41.3%
ALNY vs CAPR
+48.7%
-90.1%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.3% | -0.7% | +0.6% |
| 7D | +12.2% | -2.0% | +14.2% | +12.3% |
| 30D | +16.3% | +139.2% | -122.8% | +14.5% |
| 3M | -12.4% | -66.4% | +54.0% | -12.3% |
| 6M | -18.7% | -63.1% | +44.4% | -18.7% |
| YTD | -33.1% | -67.4% | +34.3% | -33.1% |
| 1Y | -41.3% | +58.2% | -99.6% | -42.9% |
| All | -41.3% | +48.7% | -90.1% | -42.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 1y: compounded portfolio wealth divided by compounded CAPR 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…
1y analysis · Full analysis span regression · 6 months rolling