+2,257.7%
ALNY vs D
+434.0%
+1,823.7%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +0.2% | +5.1% | +5.3% |
| 7D | +5.8% | -1.4% | +7.2% | +6.5% |
| 30D | -26.5% | +7.7% | -34.2% | -29.1% |
| 3M | -27.3% | -0.3% | -27.0% | -27.6% |
| 6M | -43.4% | +10.1% | -53.4% | -46.1% |
| YTD | -58.5% | +19.1% | -77.6% | -62.0% |
| 1Y | -63.6% | +15.9% | -79.5% | -66.4% |
| 3Y | 0.0% | +75.0% | -75.0% | -24.7% |
| 5Y | -3.4% | +13.4% | -16.8% | -12.7% |
| 10Y | +254.6% | +47.5% | +207.1% | +147.8% |
| All | +2,257.7% | +434.0% | +1,823.7% | +548.8% |
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