+3,452.6%
ALNY vs MTB
+403.5%
+3,049.1%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.1% | +0.4% |
| 7D | -6.5% | 0.0% | -6.5% | -6.6% |
| 30D | +11.0% | -4.8% | +15.8% | +13.0% |
| 3M | -14.1% | +6.0% | -20.0% | -15.8% |
| 6M | -22.4% | +19.6% | -42.0% | -27.3% |
| YTD | -37.5% | +21.5% | -58.9% | -41.9% |
| 1Y | -46.9% | +24.7% | -71.6% | -51.4% |
| 3Y | +22.1% | +108.6% | -86.5% | -9.8% |
| 5Y | +31.2% | +106.7% | -75.5% | -6.8% |
| 10Y | +256.3% | +172.5% | +83.8% | +100.2% |
| All | +3,452.6% | +403.5% | +3,049.1% | +1,243.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling