+4,471.3%
ALNY vs MKTX
+1,442.6%
+3,028.7%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.5% | +0.5% |
| 7D | -6.5% | -0.2% | -6.3% | -6.5% |
| 30D | +11.0% | +0.7% | +10.3% | +10.8% |
| 3M | -14.1% | +40.8% | -54.9% | -25.0% |
| 6M | -22.4% | -8.0% | -14.4% | -23.9% |
| YTD | -37.5% | -8.7% | -28.7% | -38.7% |
| 1Y | -46.9% | -11.8% | -35.1% | -47.7% |
| 3Y | +22.1% | -24.0% | +46.1% | +20.9% |
| 5Y | +31.2% | -60.3% | +91.5% | +53.0% |
| 10Y | +256.3% | +5.0% | +251.4% | +193.7% |
| All | +4,471.3% | +1,442.6% | +3,028.7% | +1,384.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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