+22.1%
ALNY vs DRI
+54.5%
-32.4%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.7% | +0.1% |
| 7D | -6.5% | -3.2% | -3.3% | -5.6% |
| 30D | +11.0% | -7.8% | +18.9% | +13.7% |
| 3M | -14.1% | +0.4% | -14.4% | -14.0% |
| 6M | -22.4% | +4.8% | -27.2% | -23.2% |
| YTD | -37.5% | +16.7% | -54.2% | -40.2% |
| 1Y | -46.9% | +1.5% | -48.4% | -47.2% |
| 3Y | +22.1% | +56.3% | -34.2% | +7.4% |
| All | +22.1% | +54.5% | -32.4% | +7.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 DRI 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