-47.3%
ALNY vs FIVE
+69.1%
-116.4%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.4% | -1.7% | -4.1% |
| 7D | -6.4% | +0.6% | -7.0% | -6.4% |
| 30D | +11.9% | +3.0% | +8.9% | +12.1% |
| 3M | -15.0% | +23.2% | -38.2% | -14.3% |
| 6M | -23.2% | +9.2% | -32.4% | -22.0% |
| YTD | -37.8% | +28.1% | -65.9% | -36.9% |
| 1Y | -47.3% | +65.3% | -112.5% | -46.4% |
| All | -47.3% | +69.1% | -116.4% | -46.4% |
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