+53.4%
ALNY vs S
-57.8%
+111.2%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.3% | 0.0% | -1.9% |
| 7D | +5.7% | -5.8% | +11.5% | +6.6% |
| 30D | +18.7% | -9.2% | +27.9% | +19.9% |
| 3M | -11.0% | +23.4% | -34.3% | -14.5% |
| 6M | -18.9% | +36.9% | -55.8% | -24.0% |
| YTD | -34.6% | +29.5% | -64.1% | -38.3% |
| 1Y | -42.8% | +5.4% | -48.3% | -44.6% |
| 3Y | +29.1% | +14.7% | +14.4% | +17.9% |
| 5Y | +39.6% | -71.5% | +111.1% | +36.7% |
| All | +53.4% | -57.8% | +111.2% | +46.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling