+3,701.6%
ALNY vs RF
+104.4%
+3,597.2%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -14.0% |
| 6M | -18.7% | +11.5% | -30.2% | -20.9% |
| YTD | -33.1% | +15.6% | -48.7% | -35.5% |
| 1Y | -41.3% | +15.7% | -57.0% | -43.6% |
| 3Y | +32.3% | +86.9% | -54.6% | +11.6% |
| 5Y | +34.8% | +89.8% | -55.1% | +11.3% |
| 10Y | +284.7% | +344.7% | -60.0% | +143.9% |
| All | +3,701.6% | +104.4% | +3,597.2% | +2,681.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling