+236.1%
ALNY vs DG
+101.8%
+134.3%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.3% | -0.8% | +0.2% |
| 7D | -6.5% | -6.5% | -0.1% | -5.3% |
| 30D | +11.0% | +4.2% | +6.9% | +10.1% |
| 3M | -14.1% | +9.5% | -23.6% | -15.7% |
| 6M | -22.4% | -13.1% | -9.3% | -20.5% |
| YTD | -37.5% | -4.8% | -32.6% | -37.2% |
| 1Y | -46.9% | +20.6% | -67.5% | -49.5% |
| 3Y | +22.1% | +4.9% | +17.1% | +14.6% |
| 5Y | +31.2% | -37.9% | +69.1% | +41.0% |
| All | +236.1% | +101.8% | +134.3% | +137.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 DG 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