+81.9%
ALNY vs COMP
-49.7%
+131.7%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.2% | -0.7% |
| 7D | -3.5% | +0.8% | -4.4% | -3.6% |
| 30D | +18.9% | -13.9% | +32.8% | +21.1% |
| 3M | -13.3% | +30.7% | -44.1% | -16.3% |
| 6M | -20.3% | +18.7% | -38.9% | -22.9% |
| YTD | -35.1% | +1.0% | -36.2% | -36.3% |
| 1Y | -46.5% | +15.1% | -61.6% | -48.6% |
| 3Y | +28.1% | +219.8% | -191.7% | +2.0% |
| 5Y | +36.1% | -28.7% | +64.7% | +21.2% |
| All | +81.9% | -49.7% | +131.7% | +66.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling