-6.3%
ALNY vs DOC
+43.2%
-49.4%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.2% | -2.5% | -2.7% |
| 7D | -10.0% | +6.2% | -16.2% | -11.2% |
| 30D | -30.0% | +6.5% | -36.5% | -31.2% |
| 3M | -31.5% | -6.2% | -25.3% | -30.4% |
| 6M | -48.0% | +25.6% | -73.6% | -50.4% |
| YTD | -60.6% | +32.1% | -92.7% | -63.1% |
| 1Y | -63.9% | +20.3% | -84.2% | -65.4% |
| All | -6.3% | +43.2% | -49.4% | -14.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 3y: compounded portfolio wealth divided by compounded DOC 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…
3y analysis · Full analysis span regression · 6 months rolling