+234.5%
ALNY vs D
+38.3%
+196.3%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.1% | -4.0% | -4.0% |
| 7D | -6.4% | -1.6% | -4.8% | -6.1% |
| 30D | +11.9% | -3.5% | +15.4% | +12.8% |
| 3M | -15.0% | -1.6% | -13.4% | -14.6% |
| 6M | -23.2% | +5.8% | -29.0% | -24.3% |
| YTD | -37.8% | +14.5% | -52.2% | -39.8% |
| 1Y | -47.3% | +14.2% | -61.4% | -49.0% |
| 3Y | +22.9% | +59.0% | -36.1% | +9.3% |
| 5Y | +30.6% | +5.4% | +25.2% | +26.3% |
| All | +234.5% | +38.3% | +196.3% | +226.7% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 D 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