+36.1%
ALNY vs FIVE
+35.6%
+0.4%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.7% | +1.9% | -0.3% |
| 7D | -3.5% | +1.7% | -5.2% | -3.8% |
| 30D | +18.9% | +5.0% | +13.9% | +17.8% |
| 3M | -13.3% | +29.5% | -42.8% | -17.8% |
| 6M | -20.3% | +12.4% | -32.7% | -22.8% |
| YTD | -35.1% | +31.2% | -66.3% | -39.2% |
| 1Y | -46.5% | +72.9% | -119.3% | -52.8% |
| 3Y | +28.1% | +53.0% | -24.9% | +11.3% |
| 5Y | +36.1% | +34.2% | +1.9% | +16.5% |
| All | +36.1% | +35.6% | +0.4% | +16.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling