+229.8%
ALNY vs FIVE
+504.2%
-274.3%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -0.2% | +5.6% | +5.4% |
| 7D | +5.8% | +2.7% | +3.2% | +5.3% |
| 30D | -26.5% | +12.7% | -39.1% | -28.3% |
| 3M | -27.3% | +2.1% | -29.4% | -27.9% |
| 6M | -43.4% | +17.5% | -60.9% | -45.8% |
| YTD | -58.5% | +31.0% | -89.5% | -61.3% |
| 1Y | -63.6% | +67.7% | -131.4% | -67.8% |
| 3Y | 0.0% | +43.4% | -43.4% | -13.3% |
| 5Y | -3.4% | +18.1% | -21.5% | -15.8% |
| All | +229.8% | +504.2% | -274.3% | +94.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling