+3,452.6%
ALNY vs DTE
+838.5%
+2,614.1%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.3% | +1.8% | +1.1% |
| 7D | -6.5% | -2.6% | -4.0% | -5.5% |
| 30D | +11.0% | -4.4% | +15.4% | +13.2% |
| 3M | -14.1% | -8.3% | -5.7% | -10.7% |
| 6M | -22.4% | -8.1% | -14.3% | -19.7% |
| YTD | -37.5% | +4.4% | -41.9% | -38.9% |
| 1Y | -46.9% | +0.2% | -47.1% | -47.2% |
| 3Y | +22.1% | +42.6% | -20.5% | +2.5% |
| 5Y | +31.2% | +31.5% | -0.3% | +12.6% |
| 10Y | +256.3% | +138.2% | +118.1% | +97.5% |
| All | +3,452.6% | +838.5% | +2,614.1% | +649.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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