+229.8%
ALNY vs RF
+223.4%
+6.4%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +1.2% | +4.1% | +5.1% |
| 7D | +5.8% | +1.9% | +3.9% | +5.3% |
| 30D | -26.5% | +7.3% | -33.8% | -27.9% |
| 3M | -27.3% | -7.9% | -19.4% | -26.0% |
| 6M | -43.4% | +10.5% | -53.9% | -45.0% |
| YTD | -58.5% | +9.6% | -68.1% | -59.6% |
| 1Y | -63.6% | +20.3% | -83.9% | -65.5% |
| 3Y | 0.0% | +119.5% | -119.5% | -19.9% |
| 5Y | -3.4% | +48.2% | -51.6% | -16.5% |
| All | +229.8% | +223.4% | +6.4% | +117.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 RF 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