+2,138.0%
ALNY vs DOC
+217.1%
+1,920.9%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.2% | -2.5% | -2.7% |
| 7D | -10.0% | +6.2% | -16.2% | -12.0% |
| 30D | -30.0% | +6.5% | -36.5% | -31.9% |
| 3M | -31.5% | -6.2% | -25.3% | -30.1% |
| 6M | -48.0% | +25.6% | -73.6% | -52.6% |
| YTD | -60.6% | +32.1% | -92.7% | -64.9% |
| 1Y | -63.9% | +20.3% | -84.2% | -66.8% |
| 3Y | -6.4% | +42.7% | -49.1% | -20.7% |
| 5Y | -16.3% | -22.2% | +5.8% | -12.7% |
| 10Y | +364.2% | +16.5% | +347.6% | +271.3% |
| All | +2,138.0% | +217.1% | +1,920.9% | +1,107.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling