-62.0%
ALNY vs FIVE
+63.3%
-125.2%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +6.7% | -6.0% | +1.2% |
| 7D | -30.7% | +7.5% | -38.2% | -30.2% |
| 30D | -26.7% | +16.7% | -43.5% | -26.2% |
| 3M | -26.4% | +13.4% | -39.8% | -25.4% |
| 6M | -45.9% | +9.0% | -55.0% | -44.4% |
| YTD | -59.5% | +33.8% | -93.3% | -57.4% |
| 1Y | -62.0% | +61.2% | -123.1% | -57.9% |
| All | -62.0% | +63.3% | -125.2% | -57.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 1y: compounded portfolio wealth divided by compounded FIVE 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…
1y analysis · Full analysis span regression · 6 months rolling