-63.9%
ALNY vs SCHG
+0.2%
-64.1%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -5.5% | +2.8% | -0.2% |
| 7D | -10.0% | -6.8% | -3.2% | -7.1% |
| 30D | -30.0% | -11.2% | -18.9% | -26.5% |
| 3M | -31.5% | -7.4% | -24.2% | -29.0% |
| 6M | -48.0% | -1.0% | -46.9% | -47.2% |
| YTD | -60.6% | +0.9% | -61.5% | -61.6% |
| 1Y | -63.9% | -0.2% | -63.8% | -64.8% |
| All | -63.9% | +0.2% | -64.1% | -64.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHG.
Daily Out/Under-Performance
Portfolio return minus SCHG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHG 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 1y: compounded portfolio wealth divided by compounded SCHG 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…
1y analysis · Full analysis span regression · 6 months rolling