-65.5%
ALNY vs FIVE
+62.8%
-128.3%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.4% | -0.6% | -2.1% |
| 7D | 0.0% | +2.4% | -2.5% | +0.1% |
| 30D | -30.0% | +15.8% | -45.9% | -29.7% |
| 3M | -30.1% | +3.8% | -33.8% | -29.7% |
| 6M | -46.4% | +18.5% | -64.9% | -45.5% |
| YTD | -60.6% | +31.2% | -91.8% | -59.2% |
| All | -65.5% | +62.8% | -128.3% | -62.4% |
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