+134.8%
ALNY vs REPL
-19.2%
+154.0%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.4% | +2.9% | +0.6% |
| 7D | -6.5% | -14.1% | +7.5% | -5.7% |
| 30D | +11.0% | -15.2% | +26.3% | +12.1% |
| 3M | -14.1% | +49.9% | -64.0% | -18.8% |
| 6M | -22.4% | +63.5% | -85.9% | -32.0% |
| YTD | -37.5% | +32.9% | -70.4% | -44.5% |
| 1Y | -46.9% | +115.0% | -161.9% | -56.8% |
| 3Y | +22.1% | -34.7% | +56.8% | -7.1% |
| 5Y | +31.2% | -59.7% | +90.8% | +3.0% |
| All | +134.8% | -19.2% | +154.0% | +38.0% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 10y: compounded portfolio wealth divided by compounded REPL 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…
10y analysis · Full analysis span regression · 6 months rolling