+36.1%
ALNY vs M
+22.2%
+13.8%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.2% | +3.4% | -0.2% |
| 7D | -3.5% | -4.1% | +0.5% | -2.9% |
| 30D | +18.9% | -13.6% | +32.5% | +21.4% |
| 3M | -13.3% | -2.3% | -11.1% | -13.3% |
| 6M | -20.3% | +21.9% | -42.2% | -22.9% |
| YTD | -35.1% | -0.6% | -34.5% | -35.5% |
| 1Y | -46.5% | +29.7% | -76.2% | -49.0% |
| 3Y | +28.1% | +107.3% | -79.2% | +8.5% |
| 5Y | +36.1% | +20.5% | +15.6% | +37.2% |
| All | +36.1% | +22.2% | +13.8% | +37.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling