-62.0%
ALNY vs COMP
+23.8%
-85.8%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +7.7% | -7.0% | +0.1% |
| 7D | -30.7% | +9.5% | -40.2% | -31.3% |
| 30D | -26.7% | +8.1% | -34.8% | -27.4% |
| 3M | -26.4% | -16.3% | -10.1% | -25.2% |
| 6M | -45.9% | +42.2% | -88.1% | -47.1% |
| YTD | -59.5% | -5.0% | -54.5% | -58.8% |
| 1Y | -62.0% | +20.1% | -82.1% | -61.0% |
| All | -62.0% | +23.8% | -85.8% | -61.0% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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