-63.9%
ALNY vs NYT
+11.3%
-75.3%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.4% | -1.3% | -2.6% |
| 7D | -10.0% | -5.5% | -4.4% | -9.6% |
| 30D | -30.0% | +2.7% | -32.8% | -30.3% |
| 3M | -31.5% | +0.5% | -32.0% | -32.0% |
| 6M | -48.0% | -14.6% | -33.4% | -47.2% |
| YTD | -60.6% | -4.4% | -56.2% | -59.9% |
| 1Y | -63.9% | +15.2% | -79.1% | -63.0% |
| All | -63.9% | +11.3% | -75.3% | -63.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 1y: compounded portfolio wealth divided by compounded NYT 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…
1y analysis · Full analysis span regression · 6 months rolling