+22.1%
ALNY vs GAP
+109.5%
-87.4%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.9% | -2.4% | +0.3% |
| 7D | -6.5% | -4.1% | -2.4% | -6.4% |
| 30D | +11.0% | +6.2% | +4.8% | +10.6% |
| 3M | -14.1% | -0.7% | -13.4% | -14.1% |
| 6M | -22.4% | -7.1% | -15.3% | -22.3% |
| YTD | -37.5% | -14.1% | -23.4% | -37.2% |
| 1Y | -46.9% | -8.5% | -38.4% | -46.9% |
| 3Y | +22.1% | +115.4% | -93.3% | +20.4% |
| All | +22.1% | +109.5% | -87.4% | +20.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 3y: compounded portfolio wealth divided by compounded GAP 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…
3y analysis · Full analysis span regression · 6 months rolling