+1,402.6%
ALNY vs DG
+560.3%
+842.3%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.6% | +1.8% | -0.2% |
| 7D | -3.5% | -4.8% | +1.3% | -2.4% |
| 30D | +18.9% | +1.8% | +17.1% | +18.4% |
| 3M | -13.3% | +14.5% | -27.8% | -16.1% |
| 6M | -20.3% | -13.6% | -6.7% | -18.1% |
| YTD | -35.1% | -4.8% | -30.3% | -34.9% |
| 1Y | -46.5% | +21.6% | -68.1% | -49.5% |
| 3Y | +28.1% | +4.5% | +23.6% | +19.6% |
| 5Y | +36.1% | -38.5% | +74.5% | +44.3% |
| 10Y | +269.7% | +102.2% | +167.5% | +171.7% |
| All | +1,402.6% | +560.3% | +842.3% | +675.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling