+33.9%
ALNY vs REPL
-59.3%
+93.1%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.4% | +2.9% | +0.6% |
| 7D | -6.5% | -14.1% | +7.5% | -5.9% |
| 30D | +11.0% | -15.2% | +26.3% | +11.8% |
| 3M | -14.1% | +49.9% | -64.0% | -17.3% |
| 6M | -22.4% | +63.5% | -85.9% | -29.2% |
| YTD | -37.5% | +32.9% | -70.4% | -42.3% |
| 1Y | -46.9% | +115.0% | -161.9% | -54.2% |
| 3Y | +22.1% | -34.7% | +56.8% | +3.6% |
| All | +33.9% | -59.3% | +93.1% | +23.7% |
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