+236.1%
ALNY vs DE
+863.9%
-627.8%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.6% |
| 7D | -6.5% | -2.6% | -4.0% | -5.8% |
| 30D | +11.0% | +9.0% | +2.0% | +8.0% |
| 3M | -14.1% | +19.1% | -33.2% | -18.7% |
| 6M | -22.4% | +14.4% | -36.8% | -25.9% |
| YTD | -37.5% | +45.9% | -83.4% | -44.9% |
| 1Y | -46.9% | +43.6% | -90.5% | -53.2% |
| 3Y | +22.1% | +75.9% | -53.8% | -0.8% |
| 5Y | +31.2% | +98.8% | -67.6% | -1.0% |
| All | +236.1% | +863.9% | -627.8% | +16.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DE.
Daily Out/Under-Performance
Portfolio return minus DE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DE 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 DE 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