-41.3%
ALNY vs SCHG
+16.6%
-58.0%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.9% | +1.5% | +0.9% |
| 7D | +12.2% | -0.7% | +12.9% | +12.5% |
| 30D | +16.3% | +0.2% | +16.1% | +16.2% |
| 3M | -12.4% | +2.2% | -14.6% | -12.4% |
| 6M | -18.7% | +15.0% | -33.7% | -24.7% |
| YTD | -33.1% | +9.2% | -42.2% | -36.6% |
| 1Y | -41.3% | +15.7% | -57.1% | -46.8% |
| All | -41.3% | +16.6% | -58.0% | -46.8% |
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