+39.6%
ALNY vs RF
+89.9%
-50.3%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.2% | -1.1% | -1.9% |
| 7D | +5.7% | +2.7% | +3.0% | +5.0% |
| 30D | +18.7% | -3.4% | +22.0% | +19.7% |
| 3M | -11.0% | +6.4% | -17.3% | -12.5% |
| 6M | -18.9% | +13.4% | -32.3% | -21.7% |
| YTD | -34.6% | +14.2% | -48.8% | -37.1% |
| 1Y | -42.8% | +15.7% | -58.5% | -45.3% |
| 3Y | +29.1% | +91.3% | -62.2% | +4.6% |
| 5Y | +39.6% | +89.8% | -50.1% | +10.7% |
| All | +39.6% | +89.9% | -50.3% | +10.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling