-4.8%
ALNY vs REPL
-35.0%
+30.2%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -0.4% | +5.8% | +5.4% |
| 7D | +5.8% | +1.2% | +4.6% | +5.7% |
| 30D | -26.5% | +92.2% | -118.7% | -28.7% |
| 3M | -27.3% | +44.1% | -71.4% | -28.7% |
| 6M | -43.4% | +313.0% | -356.4% | -48.9% |
| YTD | -58.5% | +125.2% | -183.7% | -62.7% |
| 1Y | -63.6% | +143.8% | -207.4% | -67.5% |
| 3Y | 0.0% | +104.2% | -104.2% | -29.1% |
| All | -4.8% | -35.0% | +30.2% | -10.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling