+21.5%
ALNY vs SBAC
-11.3%
+32.8%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.8% | -1.2% | -3.6% |
| 7D | -6.4% | -5.3% | -1.1% | -5.6% |
| 30D | +11.9% | +0.4% | +11.5% | +11.8% |
| 3M | -15.0% | -11.9% | -3.1% | -13.2% |
| 6M | -23.2% | -4.5% | -18.7% | -22.4% |
| YTD | -37.8% | -4.3% | -33.4% | -37.2% |
| 1Y | -47.3% | -3.9% | -43.4% | -47.0% |
| All | +21.5% | -11.3% | +32.8% | +21.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 SBAC 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