+22.1%
ALNY vs NTAP
+165.5%
-143.4%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +8.5% | -8.1% | -0.2% |
| 7D | -6.5% | +7.4% | -13.9% | -7.1% |
| 30D | +11.0% | -1.4% | +12.4% | +11.1% |
| 3M | -14.1% | +24.6% | -38.6% | -16.1% |
| 6M | -22.4% | +105.9% | -128.3% | -29.8% |
| YTD | -37.5% | +88.5% | -126.0% | -42.8% |
| 1Y | -46.9% | +62.1% | -109.0% | -50.3% |
| 3Y | +22.1% | +169.1% | -147.0% | -5.3% |
| All | +22.1% | +165.5% | -143.4% | -5.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NTAP.
Daily Out/Under-Performance
Portfolio return minus NTAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTAP 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 3y: compounded portfolio wealth divided by compounded NTAP 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…
3y analysis · Full analysis span regression · 6 months rolling