+213.0%
ALNY vs FIVE
+505.3%
-292.3%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.4% | -0.6% | -1.7% |
| 7D | 0.0% | +2.4% | -2.5% | -0.5% |
| 30D | -30.0% | +15.8% | -45.9% | -32.1% |
| 3M | -30.1% | +3.8% | -33.8% | -30.8% |
| 6M | -46.4% | +18.5% | -64.9% | -48.8% |
| YTD | -60.6% | +31.2% | -91.8% | -63.3% |
| 1Y | -65.4% | +61.8% | -127.2% | -69.1% |
| 3Y | -3.2% | +39.9% | -43.1% | -15.7% |
| 5Y | -8.3% | +18.3% | -26.6% | -20.1% |
| All | +213.0% | +505.3% | -292.3% | +84.0% |
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