+26.6%
ALNY vs REPL
-27.0%
+53.7%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.2% | +1.4% | -0.8% |
| 7D | -3.5% | -9.6% | +6.1% | -3.3% |
| 30D | +18.9% | +5.7% | +13.2% | +18.8% |
| 3M | -13.3% | +56.4% | -69.7% | -14.9% |
| 6M | -20.3% | +67.4% | -87.7% | -23.7% |
| YTD | -35.1% | +48.7% | -83.8% | -37.7% |
| 1Y | -46.5% | +148.3% | -194.8% | -50.3% |
| All | +26.6% | -27.0% | +53.7% | +12.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling