+358.2%
ALNY vs IR
+282.2%
+76.0%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.6% | -0.6% | -1.8% |
| 7D | +5.7% | +0.6% | +5.1% | +5.5% |
| 30D | +18.7% | -13.6% | +32.3% | +23.7% |
| 3M | -11.0% | +3.7% | -14.7% | -12.1% |
| 6M | -18.9% | -13.1% | -5.8% | -16.0% |
| YTD | -34.6% | -5.1% | -29.5% | -34.1% |
| 1Y | -42.8% | -6.5% | -36.4% | -42.4% |
| 3Y | +29.1% | +8.5% | +20.6% | +20.1% |
| 5Y | +39.6% | +43.3% | -3.7% | +17.0% |
| All | +358.2% | +282.2% | +76.0% | +176.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling