-41.3%
ALNY vs SFM
-41.4%
+0.1%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.9% | -2.3% | +0.8% |
| 7D | +12.2% | -0.1% | +12.3% | +12.3% |
| 30D | +16.3% | -4.4% | +20.7% | +16.0% |
| 3M | -12.4% | +1.5% | -13.9% | -11.9% |
| 6M | -18.7% | +6.5% | -25.2% | -18.8% |
| YTD | -33.1% | +2.2% | -35.3% | -32.7% |
| 1Y | -41.3% | -41.9% | +0.6% | -36.7% |
| All | -41.3% | -41.4% | +0.1% | -36.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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