+33.9%
ALNY vs IT
-42.9%
+76.8%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.3% | -4.8% | -0.7% |
| 7D | -6.5% | -3.7% | -2.9% | -5.9% |
| 30D | +11.0% | +0.1% | +11.0% | +10.7% |
| 3M | -14.1% | +20.7% | -34.8% | -18.0% |
| 6M | -22.4% | +12.0% | -34.4% | -25.3% |
| YTD | -37.5% | -28.8% | -8.6% | -33.0% |
| 1Y | -46.9% | -25.5% | -21.4% | -44.2% |
| 3Y | +22.1% | -48.8% | +70.8% | +41.7% |
| All | +33.9% | -42.9% | +76.8% | +36.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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