-63.6%
ALNY vs PL
+12.6%
-76.2%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -0.6% | +6.0% | +5.4% |
| 7D | +5.8% | +10.0% | -4.2% | +5.6% |
| 30D | -26.5% | -2.3% | -24.2% | -26.5% |
| 3M | -27.3% | -44.2% | +16.9% | -27.0% |
| 6M | -43.4% | -66.1% | +22.7% | -42.6% |
| YTD | -58.5% | -30.0% | -28.5% | -59.4% |
| 1Y | -63.6% | +21.0% | -84.7% | -65.9% |
| All | -63.6% | +12.6% | -76.2% | -65.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 PL 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