+129.8%
ALNY vs SITM
+4,789.7%
-4,659.9%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.5% | -5.1% | -0.1% |
| 7D | -6.5% | +3.9% | -10.4% | -6.9% |
| 30D | +11.0% | -6.6% | +17.6% | +11.5% |
| 3M | -14.1% | -11.9% | -2.2% | -14.4% |
| 6M | -22.4% | +81.1% | -103.5% | -30.7% |
| YTD | -37.5% | +80.0% | -117.4% | -44.7% |
| 1Y | -46.9% | +145.8% | -192.8% | -55.6% |
| 3Y | +22.1% | +475.9% | -453.8% | -15.7% |
| 5Y | +31.2% | +189.2% | -158.0% | -7.7% |
| All | +129.8% | +4,789.7% | -4,659.9% | +17.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling