+685.5%
ALNY vs CAPR
-99.0%
+784.6%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -6.9% | +12.3% | +5.5% |
| 7D | +5.8% | +5.9% | -0.1% | +5.7% |
| 30D | -26.5% | +44.6% | -71.1% | -27.0% |
| 3M | -27.3% | +126.4% | -153.7% | -28.6% |
| 6M | -43.4% | -68.6% | +25.2% | -43.1% |
| YTD | -58.5% | -67.0% | +8.5% | -58.3% |
| 1Y | -63.6% | +65.2% | -128.8% | -65.5% |
| 3Y | 0.0% | +235.6% | -235.5% | -7.7% |
| 5Y | -3.4% | +175.4% | -178.8% | -11.3% |
| 10Y | +254.6% | -65.0% | +319.6% | +218.9% |
| All | +685.5% | -99.0% | +784.6% | +604.9% |
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