+22.1%
ALNY vs DT
+7.2%
+14.8%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.2% | +0.5% |
| 7D | -6.5% | -1.6% | -5.0% | -6.4% |
| 30D | +11.0% | +3.0% | +8.0% | +10.5% |
| 3M | -14.1% | +26.5% | -40.6% | -16.5% |
| 6M | -22.4% | +35.9% | -58.3% | -25.7% |
| YTD | -37.5% | +17.8% | -55.3% | -38.6% |
| 1Y | -46.9% | +4.1% | -51.0% | -46.8% |
| 3Y | +22.1% | +5.3% | +16.8% | +18.2% |
| All | +22.1% | +7.2% | +14.8% | +18.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DT.
Daily Out/Under-Performance
Portfolio return minus DT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DT 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 DT 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