+33.9%
ALNY vs DG
-37.9%
+71.7%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.3% | -0.8% | +0.3% |
| 7D | -6.5% | -6.5% | -0.1% | -5.8% |
| 30D | +11.0% | +4.2% | +6.9% | +10.5% |
| 3M | -14.1% | +9.5% | -23.6% | -14.9% |
| 6M | -22.4% | -13.1% | -9.3% | -21.5% |
| YTD | -37.5% | -4.8% | -32.6% | -37.4% |
| 1Y | -46.9% | +20.6% | -67.5% | -48.1% |
| 3Y | +22.1% | +4.9% | +17.1% | +18.1% |
| All | +33.9% | -37.9% | +71.7% | +47.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling