+10.4%
ALNY vs COMP
-49.2%
+59.7%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +5.7% | -5.3% | -0.3% |
| 7D | -0.9% | +14.5% | -15.4% | -2.6% |
| 30D | -32.7% | +14.9% | -47.6% | -34.1% |
| 3M | -28.6% | -14.2% | -14.3% | -27.5% |
| 6M | -46.9% | +23.7% | -70.7% | -48.8% |
| YTD | -60.6% | +2.1% | -62.7% | -61.5% |
| 1Y | -64.6% | +26.2% | -90.8% | -66.4% |
| 3Y | -4.8% | +470.9% | -475.7% | -30.3% |
| 5Y | -14.8% | -14.0% | -0.8% | -26.2% |
| All | +10.4% | -49.2% | +59.7% | +0.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling