-41.3%
ALNY vs DD
+41.5%
-82.8%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.3% | +0.5% |
| 7D | +12.2% | -3.5% | +15.7% | +13.1% |
| 30D | +16.3% | -10.3% | +26.7% | +19.0% |
| 3M | -12.4% | -7.5% | -4.8% | -11.0% |
| 6M | -18.7% | -8.0% | -10.7% | -17.8% |
| YTD | -33.1% | +10.5% | -43.5% | -33.1% |
| 1Y | -41.3% | +38.3% | -79.6% | -40.8% |
| All | -41.3% | +41.5% | -82.8% | -40.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 1y: compounded portfolio wealth divided by compounded DD 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…
1y analysis · Full analysis span regression · 6 months rolling