+447.3%
ALNY vs SFM
+117.5%
+329.9%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -6.5% | +4.2% | -1.1% |
| 7D | +5.7% | -5.8% | +11.5% | +6.7% |
| 30D | +18.7% | -11.4% | +30.0% | +21.0% |
| 3M | -11.0% | -12.2% | +1.2% | -9.9% |
| 6M | -18.9% | -5.2% | -13.7% | -19.6% |
| YTD | -34.6% | -4.5% | -30.1% | -35.6% |
| 1Y | -42.8% | -45.4% | +2.5% | -37.4% |
| 3Y | +29.1% | +91.1% | -62.0% | +6.3% |
| 5Y | +39.6% | +226.8% | -187.2% | -0.4% |
| 10Y | +253.8% | +291.9% | -38.1% | +121.6% |
| All | +447.3% | +117.5% | +329.9% | +303.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling