-41.3%
ALNY vs MTB
+23.4%
-64.7%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.7% | +0.6% |
| 7D | +12.2% | +1.7% | +10.5% | +11.8% |
| 30D | +16.3% | -4.2% | +20.5% | +17.2% |
| 3M | -12.4% | +8.9% | -21.2% | -13.0% |
| 6M | -18.7% | +10.9% | -29.6% | -20.5% |
| YTD | -33.1% | +21.5% | -54.6% | -33.0% |
| 1Y | -41.3% | +21.9% | -63.2% | -40.5% |
| All | -41.3% | +23.4% | -64.7% | -40.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 1y: compounded portfolio wealth divided by compounded MTB 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…
1y analysis · Full analysis span regression · 6 months rolling