+32.3%
ALNY vs PL
+475.2%
-442.9%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.3% | +1.9% | +0.7% |
| 7D | +12.2% | -9.3% | +21.5% | +12.7% |
| 30D | +16.3% | -18.9% | +35.3% | +17.4% |
| 3M | -12.4% | -58.4% | +46.0% | -9.1% |
| 6M | -18.7% | -30.3% | +11.6% | -18.5% |
| YTD | -33.1% | -8.1% | -25.0% | -34.3% |
| 1Y | -41.3% | +180.5% | -221.8% | -47.2% |
| All | +32.3% | +475.2% | -442.9% | +0.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling