+88.6%
ALNY vs NTR
+97.9%
-9.3%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.8% | +0.6% |
| 7D | -6.5% | -1.3% | -5.3% | -6.3% |
| 30D | +11.0% | +16.8% | -5.7% | +7.1% |
| 3M | -14.1% | +20.7% | -34.8% | -18.0% |
| 6M | -22.4% | +0.5% | -22.9% | -23.0% |
| YTD | -37.5% | +29.2% | -66.7% | -41.9% |
| 1Y | -46.9% | +39.6% | -86.5% | -51.8% |
| 3Y | +22.1% | +37.9% | -15.8% | +9.3% |
| 5Y | +31.2% | +47.1% | -15.9% | +7.8% |
| All | +88.6% | +97.9% | -9.3% | +40.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 NTR 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