+30.6%
ALNY vs DRI
+63.5%
-32.9%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.9% | -3.2% | -3.7% |
| 7D | -6.4% | -4.8% | -1.6% | -4.8% |
| 30D | +11.9% | -5.2% | +17.1% | +14.0% |
| 3M | -15.0% | +2.7% | -17.7% | -15.6% |
| 6M | -23.2% | +3.6% | -26.8% | -24.1% |
| YTD | -37.8% | +15.4% | -53.2% | -41.0% |
| 1Y | -47.3% | +1.3% | -48.5% | -47.8% |
| 3Y | +22.9% | +53.1% | -30.2% | +2.8% |
| 5Y | +30.6% | +64.6% | -34.0% | +0.3% |
| All | +30.6% | +63.5% | -32.9% | +0.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling