+722.1%
ALNY vs NWSA
+121.1%
+601.0%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.4% |
| 7D | -6.5% | -2.8% | -3.7% | -5.5% |
| 30D | +11.0% | +3.0% | +8.0% | +9.8% |
| 3M | -14.1% | +12.3% | -26.4% | -17.7% |
| 6M | -22.4% | +21.9% | -44.3% | -28.1% |
| YTD | -37.5% | +13.6% | -51.0% | -40.7% |
| 1Y | -46.9% | +0.5% | -47.4% | -47.6% |
| 3Y | +22.1% | +43.8% | -21.7% | +4.2% |
| 5Y | +31.2% | +41.2% | -10.0% | +9.9% |
| 10Y | +256.3% | +148.6% | +107.7% | +112.4% |
| All | +722.1% | +121.1% | +601.0% | +426.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 NWSA 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