+3,452.6%
ALNY vs NTRS
+643.5%
+2,809.1%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.6% | 0.0% |
| 7D | -6.5% | +1.4% | -7.9% | -7.1% |
| 30D | +11.0% | -0.7% | +11.7% | +11.2% |
| 3M | -14.1% | +11.3% | -25.4% | -18.7% |
| 6M | -22.4% | +35.5% | -57.9% | -33.1% |
| YTD | -37.5% | +40.6% | -78.1% | -47.2% |
| 1Y | -46.9% | +49.2% | -96.1% | -56.6% |
| 3Y | +22.1% | +167.2% | -145.2% | -25.6% |
| 5Y | +31.2% | +94.9% | -63.7% | -11.3% |
| 10Y | +256.3% | +259.5% | -3.1% | +60.3% |
| All | +3,452.6% | +643.5% | +2,809.1% | +921.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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