+338.0%
ALNY vs IR
+271.1%
+67.0%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.5% |
| 7D | -6.5% | -4.5% | -2.1% | -5.3% |
| 30D | +11.0% | -13.9% | +25.0% | +15.9% |
| 3M | -14.1% | -0.3% | -13.7% | -14.1% |
| 6M | -22.4% | -14.3% | -8.1% | -19.3% |
| YTD | -37.5% | -7.9% | -29.6% | -36.5% |
| 1Y | -46.9% | -9.9% | -37.0% | -45.9% |
| 3Y | +22.1% | +6.5% | +15.5% | +14.1% |
| 5Y | +31.2% | +34.0% | -2.8% | +12.0% |
| All | +338.0% | +271.1% | +67.0% | +166.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling