+243.5%
ALNY vs RF
+241.0%
+2.4%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -0.2% | +5.6% | +5.5% |
| 7D | -0.8% | -1.3% | +0.6% | -0.4% |
| 30D | -29.6% | +4.6% | -34.2% | -30.5% |
| 3M | -27.7% | -8.4% | -19.3% | -26.3% |
| 6M | -43.9% | +8.9% | -52.7% | -45.3% |
| YTD | -59.8% | +8.8% | -68.6% | -60.9% |
| 1Y | -64.6% | +18.9% | -83.5% | -66.4% |
| 3Y | -1.3% | +116.0% | -117.2% | -20.8% |
| 5Y | -7.6% | +46.0% | -53.7% | -20.0% |
| 10Y | +243.5% | +231.7% | +11.7% | +104.8% |
| All | +243.5% | +241.0% | +2.4% | +104.8% |
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