+1,138.0%
ALNY vs CAPR
-99.1%
+1,237.1%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.6% | +1.4% | -2.2% |
| 7D | +5.7% | -9.5% | +15.2% | +5.9% |
| 30D | +18.7% | +121.5% | -102.9% | +16.8% |
| 3M | -11.0% | -65.4% | +54.4% | -10.4% |
| 6M | -18.9% | -67.5% | +48.6% | -18.4% |
| YTD | -34.6% | -68.6% | +34.0% | -34.2% |
| 1Y | -42.8% | +42.7% | -85.5% | -45.5% |
| 3Y | +29.1% | +43.4% | -14.2% | +20.7% |
| 5Y | +39.6% | +86.0% | -46.4% | +29.1% |
| 10Y | +253.8% | -77.4% | +331.2% | +220.3% |
| All | +1,138.0% | -99.1% | +1,237.1% | +1,013.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling