+3,435.9%
ALNY vs DD
+243.8%
+3,192.1%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.5% | -3.6% | -3.9% |
| 7D | -6.4% | -2.9% | -3.5% | -5.2% |
| 30D | +11.9% | -11.5% | +23.4% | +17.9% |
| 3M | -15.0% | -5.4% | -9.6% | -13.2% |
| 6M | -23.2% | -6.9% | -16.3% | -21.6% |
| YTD | -37.8% | +6.9% | -44.6% | -40.3% |
| 1Y | -47.3% | +35.6% | -82.9% | -54.9% |
| 3Y | +22.9% | +42.5% | -19.7% | -0.6% |
| 5Y | +30.6% | +58.5% | -27.9% | -2.8% |
| 10Y | +254.6% | +65.7% | +188.9% | +131.0% |
| All | +3,435.9% | +243.8% | +3,192.1% | +1,321.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling