-14.0%
ALNY vs RF
+45.3%
-59.3%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.8% | -2.4% | -3.0% |
| 7D | -5.2% | +0.3% | -5.5% | -5.2% |
| 30D | -34.8% | +6.2% | -41.0% | -36.0% |
| 3M | -30.1% | -7.8% | -22.3% | -28.7% |
| 6M | -48.6% | +5.9% | -54.5% | -49.6% |
| YTD | -61.9% | +9.0% | -70.9% | -63.0% |
| 1Y | -65.7% | +19.3% | -84.9% | -67.5% |
| 3Y | -6.3% | +116.4% | -122.8% | -27.0% |
| 5Y | -14.0% | +46.0% | -60.0% | -22.2% |
| All | -14.0% | +45.3% | -59.3% | -22.2% |
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 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