+234.5%
ALNY vs RF
+340.3%
-105.7%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.2% | -4.3% | -4.1% |
| 7D | -6.4% | -1.6% | -4.8% | -6.0% |
| 30D | +11.9% | -4.3% | +16.2% | +13.1% |
| 3M | -15.0% | +5.9% | -20.9% | -16.4% |
| 6M | -23.2% | +14.1% | -37.4% | -26.0% |
| YTD | -37.8% | +13.8% | -51.5% | -40.0% |
| 1Y | -47.3% | +15.2% | -62.5% | -49.5% |
| 3Y | +22.9% | +90.6% | -67.7% | +0.5% |
| 5Y | +30.6% | +88.9% | -58.3% | +4.9% |
| All | +234.5% | +340.3% | -105.7% | +31.7% |
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