-41.3%
ALNY vs M
+46.1%
-87.5%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.6% | -2.0% | +0.3% |
| 7D | +12.2% | +4.7% | +7.5% | +11.6% |
| 30D | +16.3% | -9.6% | +26.0% | +17.5% |
| 3M | -12.4% | +0.9% | -13.2% | -12.8% |
| 6M | -18.7% | +22.3% | -41.0% | -21.1% |
| YTD | -33.1% | +6.5% | -39.6% | -34.7% |
| 1Y | -41.3% | +38.8% | -80.1% | -42.3% |
| All | -41.3% | +46.1% | -87.5% | -42.3% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 1y: compounded portfolio wealth divided by compounded M 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…
1y analysis · Full analysis span regression · 6 months rolling