+2,137.3%
ALNY vs MOD
+316.8%
+1,820.4%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +9.9% | -9.4% | -1.4% |
| 7D | -0.9% | -13.9% | +13.1% | +1.2% |
| 30D | -32.7% | -41.5% | +8.8% | -26.2% |
| 3M | -28.6% | -45.7% | +17.2% | -20.9% |
| 6M | -46.9% | -61.1% | +14.2% | -39.0% |
| YTD | -60.6% | -20.5% | -40.1% | -61.6% |
| 1Y | -64.6% | -32.1% | -32.5% | -64.6% |
| 3Y | -4.8% | +146.5% | -151.3% | -33.0% |
| 5Y | -14.8% | +812.7% | -827.6% | -57.8% |
| 10Y | +260.3% | +966.8% | -706.6% | +38.5% |
| All | +2,137.3% | +316.8% | +1,820.4% | +934.1% |
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