+234.5%
ALNY vs CAPR
-78.6%
+313.1%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -3.9% | -0.1% | -4.0% |
| 7D | -6.4% | -10.6% | +4.1% | -6.2% |
| 30D | +11.9% | +111.2% | -99.3% | +9.8% |
| 3M | -15.0% | -67.2% | +52.2% | -14.3% |
| 6M | -23.2% | -75.1% | +51.9% | -22.3% |
| YTD | -37.8% | -71.2% | +33.5% | -37.2% |
| 1Y | -47.3% | +31.1% | -78.4% | -50.1% |
| 3Y | +22.9% | +31.3% | -8.5% | +12.9% |
| 5Y | +30.6% | +69.4% | -38.8% | +18.1% |
| All | +234.5% | -78.6% | +313.1% | +228.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling