+22.1%
ALNY vs IR
+4.8%
+17.3%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.5% |
| 7D | -6.5% | -4.5% | -2.1% | -5.8% |
| 30D | +11.0% | -13.9% | +25.0% | +14.1% |
| 3M | -14.1% | -0.3% | -13.7% | -13.9% |
| 6M | -22.4% | -14.3% | -8.1% | -20.4% |
| YTD | -37.5% | -7.9% | -29.6% | -36.4% |
| 1Y | -46.9% | -9.9% | -37.0% | -45.8% |
| 3Y | +22.1% | +6.5% | +15.5% | +7.3% |
| All | +22.1% | +4.8% | +17.3% | +7.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling