+236.1%
ALNY vs SFM
+271.4%
-35.3%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.3% | +0.4% |
| 7D | -6.5% | -10.6% | +4.1% | -5.0% |
| 30D | +11.0% | -15.5% | +26.5% | +13.7% |
| 3M | -14.1% | -17.4% | +3.4% | -12.3% |
| 6M | -22.4% | -3.4% | -19.0% | -23.3% |
| YTD | -37.5% | -8.7% | -28.8% | -37.8% |
| 1Y | -46.9% | -47.2% | +0.2% | -42.1% |
| 3Y | +22.1% | +82.7% | -60.7% | +4.1% |
| 5Y | +31.2% | +214.3% | -183.1% | -0.8% |
| All | +236.1% | +271.4% | -35.3% | +255.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling