+3,615.7%
ALNY vs SBAC
+5,382.8%
-1,767.1%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.4% | -1.9% | -2.1% |
| 7D | +5.7% | -0.1% | +5.7% | +5.6% |
| 30D | +18.7% | +3.2% | +15.4% | +17.2% |
| 3M | -11.0% | -5.1% | -5.9% | -9.7% |
| 6M | -18.9% | -2.1% | -16.8% | -19.8% |
| YTD | -34.6% | -0.5% | -34.1% | -36.0% |
| 1Y | -42.8% | +1.1% | -44.0% | -44.6% |
| 3Y | +29.1% | -7.4% | +36.6% | +26.4% |
| 5Y | +39.6% | -44.3% | +83.9% | +63.5% |
| 10Y | +253.8% | +77.6% | +176.2% | +145.4% |
| All | +3,615.7% | +5,382.8% | -1,767.1% | +1,073.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling