+3,435.9%
ALNY vs DE
+3,052.3%
+383.5%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.1% | -4.2% | -4.1% |
| 7D | -6.4% | -2.4% | -4.1% | -5.5% |
| 30D | +11.9% | +9.7% | +2.2% | +7.3% |
| 3M | -15.0% | +21.4% | -36.4% | -21.9% |
| 6M | -23.2% | +15.0% | -38.2% | -28.3% |
| YTD | -37.8% | +46.4% | -84.2% | -47.9% |
| 1Y | -47.3% | +45.6% | -92.9% | -55.9% |
| 3Y | +22.9% | +76.8% | -53.9% | -8.0% |
| 5Y | +30.6% | +99.4% | -68.8% | -11.6% |
| 10Y | +254.6% | +864.6% | -609.9% | +3.9% |
| All | +3,435.9% | +3,052.3% | +383.5% | +444.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling