+33.9%
ALNY vs INDA
+5.7%
+28.2%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.0% | -0.5% | -0.2% |
| 7D | -6.5% | -2.7% | -3.9% | -4.8% |
| 30D | +11.0% | -2.8% | +13.8% | +13.3% |
| 3M | -14.1% | +1.6% | -15.7% | -15.3% |
| 6M | -22.4% | -1.4% | -21.0% | -22.1% |
| YTD | -37.5% | -10.1% | -27.3% | -33.0% |
| 1Y | -46.9% | -8.8% | -38.2% | -43.8% |
| 3Y | +22.1% | +7.6% | +14.5% | +14.0% |
| All | +33.9% | +5.7% | +28.2% | +25.3% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 INDA 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