+26.6%
ALNY vs CAPR
+36.9%
-10.3%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.6% | +3.8% | -0.7% |
| 7D | -3.5% | -12.6% | +9.1% | -3.3% |
| 30D | +18.9% | +124.4% | -105.5% | +16.9% |
| 3M | -13.3% | -66.8% | +53.4% | -13.0% |
| 6M | -20.3% | -71.8% | +51.5% | -19.8% |
| YTD | -35.1% | -70.1% | +34.9% | -34.8% |
| 1Y | -46.5% | +33.3% | -79.8% | -48.5% |
| All | +26.6% | +36.9% | -10.3% | +9.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling