+3,435.9%
ALNY vs NTAP
+1,199.8%
+2,236.0%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.6% | -3.4% | -3.9% |
| 7D | -6.4% | -1.0% | -5.5% | -6.2% |
| 30D | +11.9% | -7.5% | +19.4% | +14.2% |
| 3M | -15.0% | +14.6% | -29.6% | -19.1% |
| 6M | -23.2% | +91.0% | -114.2% | -38.5% |
| YTD | -37.8% | +73.7% | -111.4% | -48.9% |
| 1Y | -47.3% | +51.2% | -98.5% | -55.1% |
| 3Y | +22.9% | +146.1% | -123.3% | -13.4% |
| 5Y | +30.6% | +122.8% | -92.3% | -6.8% |
| 10Y | +254.6% | +585.5% | -330.8% | +62.7% |
| All | +3,435.9% | +1,199.8% | +2,236.0% | +1,162.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling