+3,701.6%
ALNY vs D
+419.6%
+3,281.9%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +0.8% |
| 7D | +12.2% | +1.5% | +10.8% | +11.5% |
| 30D | +16.3% | -2.6% | +18.9% | +17.7% |
| 3M | -12.4% | 0.0% | -12.4% | -12.3% |
| 6M | -18.7% | +7.4% | -26.0% | -21.5% |
| YTD | -33.1% | +15.9% | -48.9% | -37.7% |
| 1Y | -41.3% | +18.1% | -59.4% | -46.0% |
| 3Y | +32.3% | +58.4% | -26.1% | +4.1% |
| 5Y | +34.8% | +5.2% | +29.6% | +26.3% |
| 10Y | +284.7% | +35.9% | +248.9% | +182.7% |
| All | +3,701.6% | +419.6% | +3,281.9% | +963.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling