-41.3%
ALNY vs IR
-1.2%
-40.1%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.3% | -0.7% | +0.3% |
| 7D | +12.2% | -2.8% | +15.1% | +12.9% |
| 30D | +16.3% | -15.1% | +31.5% | +20.7% |
| 3M | -12.4% | +6.1% | -18.4% | -13.0% |
| 6M | -18.7% | -16.8% | -1.9% | -16.6% |
| YTD | -33.1% | -3.5% | -29.5% | -30.2% |
| 1Y | -41.3% | -3.5% | -37.8% | -38.1% |
| All | -41.3% | -1.2% | -40.1% | -38.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR 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 IR 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