+32.1%
ALNY vs RF
+94.3%
-62.2%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.7% | +0.6% |
| 7D | +12.2% | +1.3% | +10.9% | +11.9% |
| 30D | +16.3% | -3.6% | +20.0% | +17.3% |
| 3M | -12.4% | +8.1% | -20.4% | -14.1% |
| 6M | -18.7% | +11.5% | -30.2% | -21.0% |
| YTD | -33.1% | +15.6% | -48.7% | -35.5% |
| 1Y | -41.3% | +15.7% | -57.0% | -43.5% |
| All | +32.1% | +94.3% | -62.2% | +5.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling