+236.1%
ALNY vs ITW
+194.8%
+41.3%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.6% | 0.0% |
| 7D | -6.5% | -0.7% | -5.8% | -6.3% |
| 30D | +11.0% | -8.3% | +19.4% | +15.4% |
| 3M | -14.1% | +6.0% | -20.1% | -15.9% |
| 6M | -22.4% | 0.0% | -22.4% | -22.2% |
| YTD | -37.5% | +10.2% | -47.7% | -40.1% |
| 1Y | -46.9% | +3.2% | -50.1% | -47.8% |
| 3Y | +22.1% | +21.0% | +1.1% | +10.3% |
| 5Y | +31.2% | +37.9% | -6.7% | +10.0% |
| All | +236.1% | +194.8% | +41.3% | +50.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ITW.
Daily Out/Under-Performance
Portfolio return minus ITW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITW 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 ITW 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