+3,701.6%
ALNY vs M
+87.6%
+3,614.0%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.6% | -2.0% | +0.1% |
| 7D | +12.2% | +4.7% | +7.5% | +11.2% |
| 30D | +16.3% | -9.6% | +26.0% | +18.7% |
| 3M | -12.4% | +0.9% | -13.2% | -12.9% |
| 6M | -18.7% | +22.3% | -41.0% | -22.4% |
| YTD | -33.1% | +6.5% | -39.6% | -34.6% |
| 1Y | -41.3% | +38.8% | -80.1% | -45.9% |
| 3Y | +32.3% | +115.9% | -83.6% | +5.7% |
| 5Y | +34.8% | +28.6% | +6.1% | +12.4% |
| 10Y | +284.7% | -2.5% | +287.3% | +188.5% |
| All | +3,701.6% | +87.6% | +3,614.0% | +1,759.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling