-20.3%
ALNY vs NTAP
+87.9%
-108.2%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.3% | +1.5% | -1.0% |
| 7D | -3.5% | +2.2% | -5.7% | -3.3% |
| 30D | +18.9% | -7.0% | +25.9% | +18.4% |
| 3M | -13.3% | +12.3% | -25.6% | -12.9% |
| 6M | -20.3% | +85.1% | -105.4% | -23.1% |
| All | -20.3% | +87.9% | -108.2% | -23.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling