+46.7%
ALNY vs S
-57.1%
+103.8%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.5% |
| 7D | -6.5% | -0.7% | -5.9% | -6.5% |
| 30D | +11.0% | -11.4% | +22.5% | +12.7% |
| 3M | -14.1% | +33.8% | -47.9% | -18.5% |
| 6M | -22.4% | +39.5% | -61.9% | -27.5% |
| YTD | -37.5% | +31.7% | -69.1% | -41.2% |
| 1Y | -46.9% | +7.0% | -53.9% | -48.6% |
| 3Y | +22.1% | +11.8% | +10.3% | +12.1% |
| 5Y | +31.2% | -69.0% | +100.2% | +28.0% |
| All | +46.7% | -57.1% | +103.8% | +39.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling