-41.3%
ALNY vs S
+10.1%
-51.5%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.2% | +0.6% |
| 7D | +12.2% | -7.7% | +19.9% | +12.3% |
| 30D | +16.3% | -5.3% | +21.7% | +16.2% |
| 3M | -12.4% | +20.3% | -32.6% | -12.7% |
| 6M | -18.7% | +47.4% | -66.1% | -19.8% |
| YTD | -33.1% | +32.5% | -65.6% | -34.3% |
| 1Y | -41.3% | +9.5% | -50.9% | -43.2% |
| All | -41.3% | +10.1% | -51.5% | -43.2% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 1y: compounded portfolio wealth divided by compounded S 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…
1y analysis · Full analysis span regression · 6 months rolling