-65.7%
ALNY vs PL
+7.9%
-73.5%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.7% | -2.5% | -3.2% |
| 7D | -5.2% | +5.6% | -10.8% | -5.3% |
| 30D | -34.8% | -16.9% | -17.9% | -34.8% |
| 3M | -30.1% | -38.2% | +8.1% | -30.0% |
| 6M | -48.6% | -63.4% | +14.8% | -48.2% |
| YTD | -61.9% | -27.6% | -34.2% | -62.4% |
| 1Y | -65.7% | +6.6% | -72.2% | -66.9% |
| All | -65.7% | +7.9% | -73.5% | -66.9% |
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