+229.8%
ALNY vs D
+48.0%
+181.8%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +0.2% | +5.1% | +5.3% |
| 7D | +5.8% | -1.4% | +7.2% | +6.2% |
| 30D | -26.5% | +7.7% | -34.2% | -27.9% |
| 3M | -27.3% | -0.3% | -27.0% | -27.4% |
| 6M | -43.4% | +10.1% | -53.4% | -44.8% |
| YTD | -58.5% | +19.1% | -77.6% | -60.4% |
| 1Y | -63.6% | +15.9% | -79.5% | -65.1% |
| 3Y | 0.0% | +75.0% | -75.0% | -13.4% |
| 5Y | -3.4% | +13.4% | -16.8% | -8.2% |
| All | +229.8% | +48.0% | +181.8% | +204.3% |
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