+10.5%
ALNY vs COMP
-52.8%
+63.2%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.1% | +0.1% | -1.7% |
| 7D | 0.0% | +8.9% | -8.9% | -1.1% |
| 30D | -30.0% | +14.0% | -44.0% | -31.4% |
| 3M | -30.1% | -21.1% | -8.9% | -28.3% |
| 6M | -46.4% | +20.1% | -66.5% | -48.0% |
| YTD | -60.6% | -5.0% | -55.6% | -61.2% |
| 1Y | -65.4% | +5.7% | -71.1% | -66.4% |
| 3Y | -3.2% | +412.2% | -415.5% | -28.1% |
| 5Y | -8.3% | -12.1% | +3.8% | -20.7% |
| All | +10.5% | -52.8% | +63.2% | +1.7% |
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