+22.1%
ALNY vs S
+15.4%
+6.6%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +12.1% |
| 3M | -14.1% | +33.8% | -47.9% | -17.2% |
| 6M | -22.4% | +39.5% | -61.9% | -26.1% |
| YTD | -37.5% | +31.7% | -69.1% | -40.1% |
| 1Y | -46.9% | +7.0% | -53.9% | -48.0% |
| 3Y | +22.1% | +11.8% | +10.3% | +8.0% |
| All | +22.1% | +15.4% | +6.6% | +8.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling