+1,318.5%
ALNY vs FIVE
+868.1%
+450.4%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +5.1% | -4.5% | -0.4% |
| 7D | +12.2% | +4.3% | +8.0% | +11.3% |
| 30D | +16.3% | +12.5% | +3.8% | +13.6% |
| 3M | -12.4% | +31.2% | -43.6% | -17.4% |
| 6M | -18.7% | +14.4% | -33.1% | -21.8% |
| YTD | -33.1% | +33.9% | -67.0% | -37.7% |
| 1Y | -41.3% | +65.1% | -106.4% | -48.0% |
| 3Y | +32.3% | +49.0% | -16.7% | +13.6% |
| 5Y | +34.8% | +30.3% | +4.5% | +15.5% |
| 10Y | +284.7% | +481.1% | -196.4% | +124.9% |
| All | +1,318.5% | +868.1% | +450.4% | +552.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling