+236.1%
ALNY vs SCHG
+459.0%
-222.9%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.4% | -0.2% |
| 7D | -6.5% | -1.0% | -5.5% | -5.8% |
| 30D | +11.0% | -1.3% | +12.3% | +12.1% |
| 3M | -14.1% | +5.4% | -19.5% | -18.1% |
| 6M | -22.4% | +14.4% | -36.8% | -30.9% |
| YTD | -37.5% | +8.0% | -45.5% | -41.8% |
| 1Y | -46.9% | +12.7% | -59.7% | -52.4% |
| 3Y | +22.1% | +85.6% | -63.5% | -28.8% |
| 5Y | +31.2% | +85.5% | -54.3% | -25.1% |
| All | +236.1% | +459.0% | -222.9% | -62.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling