+3,701.6%
ALNY vs MOD
+675.1%
+3,026.5%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.3% | -3.7% | -0.2% |
| 7D | +12.2% | +9.6% | +2.6% | +10.3% |
| 30D | +16.3% | 0.0% | +16.3% | +16.1% |
| 3M | -12.4% | -35.4% | +23.0% | -6.7% |
| 6M | -18.7% | -7.3% | -11.4% | -20.6% |
| YTD | -33.1% | +45.8% | -78.9% | -41.1% |
| 1Y | -41.3% | +43.1% | -84.5% | -48.9% |
| 3Y | +32.3% | +297.7% | -265.4% | -14.3% |
| 5Y | +34.8% | +1,478.8% | -1,444.0% | -39.1% |
| 10Y | +284.7% | +1,633.4% | -1,348.7% | +37.8% |
| All | +3,701.6% | +675.1% | +3,026.5% | +1,480.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MOD.
Daily Out/Under-Performance
Portfolio return minus MOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOD 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 MOD 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