+236.1%
ALNY vs M
-3.0%
+239.1%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +7.7% | -7.2% | -0.2% |
| 7D | -6.5% | -4.2% | -2.3% | -6.2% |
| 30D | +11.0% | -7.2% | +18.2% | +11.7% |
| 3M | -14.1% | -11.1% | -2.9% | -13.3% |
| 6M | -22.4% | +28.8% | -51.2% | -24.2% |
| YTD | -37.5% | +2.0% | -39.5% | -37.8% |
| 1Y | -46.9% | +31.3% | -78.2% | -48.4% |
| 3Y | +22.1% | +119.1% | -97.0% | +11.6% |
| 5Y | +31.2% | +29.7% | +1.5% | +23.6% |
| All | +236.1% | -3.0% | +239.1% | +243.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling