+30.6%
ALNY vs SIMO
+287.2%
-256.6%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -4.5% | +0.4% | -4.1% |
| 7D | -6.4% | +12.5% | -19.0% | -6.4% |
| 30D | +11.9% | +18.4% | -6.5% | +11.9% |
| 3M | -15.0% | +5.6% | -20.6% | -14.8% |
| 6M | -23.2% | +116.9% | -140.1% | -28.3% |
| YTD | -37.8% | +188.4% | -226.2% | -43.9% |
| 1Y | -47.3% | +221.3% | -268.5% | -53.1% |
| 3Y | +22.9% | +438.6% | -415.7% | +1.0% |
| 5Y | +30.6% | +287.9% | -257.3% | +8.1% |
| All | +30.6% | +287.2% | -256.6% | +8.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SIMO.
Daily Out/Under-Performance
Portfolio return minus SIMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIMO 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 5y: compounded portfolio wealth divided by compounded SIMO 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…
5y analysis · Full analysis span regression · 6 months rolling