-62.0%
ALNY vs SITM
+47.5%
-109.5%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -9.4% | +10.1% | 0.0% |
| 7D | -30.7% | -19.5% | -11.2% | -32.0% |
| 30D | -26.7% | -43.2% | +16.5% | -30.5% |
| 3M | -26.4% | -30.8% | +4.4% | -28.1% |
| 6M | -45.9% | -28.6% | -17.3% | -46.3% |
| YTD | -59.5% | +14.2% | -73.7% | -60.3% |
| 1Y | -62.0% | +44.4% | -106.3% | -63.1% |
| All | -62.0% | +47.5% | -109.5% | -63.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 SITM 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