+39.6%
ALNY vs PL
+79.0%
-39.4%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.7% | -0.5% | -2.1% |
| 7D | +5.7% | -7.5% | +13.2% | +6.4% |
| 30D | +18.7% | -25.6% | +44.2% | +21.7% |
| 3M | -11.0% | -45.6% | +34.6% | -6.6% |
| 6M | -18.9% | -29.5% | +10.7% | -18.7% |
| YTD | -34.6% | -9.7% | -24.9% | -36.6% |
| 1Y | -42.8% | +84.4% | -127.2% | -49.6% |
| 3Y | +29.1% | +550.0% | -520.9% | -12.8% |
| 5Y | +39.6% | +79.0% | -39.4% | +21.9% |
| All | +39.6% | +79.0% | -39.4% | +21.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling