+242.4%
ALNY vs DT
+98.4%
+143.9%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.6% | -1.4% | -1.0% |
| 7D | -3.5% | -0.5% | -3.0% | -3.4% |
| 30D | +18.9% | +0.1% | +18.8% | +18.6% |
| 3M | -13.3% | +24.1% | -37.4% | -18.8% |
| 6M | -20.3% | +30.1% | -50.4% | -27.3% |
| YTD | -35.1% | +16.8% | -51.9% | -39.3% |
| 1Y | -46.5% | -0.1% | -46.4% | -47.8% |
| 3Y | +28.1% | +6.8% | +21.2% | +19.4% |
| 5Y | +36.1% | -28.4% | +64.4% | +34.2% |
| All | +242.4% | +98.4% | +143.9% | +139.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling