+30.6%
ALNY vs IR
+35.0%
-4.4%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.7% | -3.4% | -3.9% |
| 7D | -6.4% | -3.1% | -3.4% | -5.5% |
| 30D | +11.9% | -14.0% | +25.9% | +17.0% |
| 3M | -15.0% | +3.7% | -18.7% | -16.1% |
| 6M | -23.2% | -15.4% | -7.8% | -19.7% |
| YTD | -37.8% | -7.7% | -30.1% | -36.7% |
| 1Y | -47.3% | -8.8% | -38.4% | -46.3% |
| 3Y | +22.9% | +5.6% | +17.3% | +9.9% |
| 5Y | +30.6% | +34.3% | -3.7% | -1.4% |
| All | +30.6% | +35.0% | -4.4% | -1.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling