-19.6%
ALNY vs SFM
-3.9%
-15.7%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -6.5% | +4.2% | -3.5% |
| 7D | +5.7% | -5.8% | +11.5% | +4.5% |
| 30D | +18.7% | -11.4% | +30.0% | +15.7% |
| 3M | -11.0% | -12.2% | +1.2% | -10.1% |
| All | -19.6% | -3.9% | -15.7% | -20.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling