+33.9%
ALNY vs SITM
+187.3%
-153.4%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.5% | -5.1% | 0.0% |
| 7D | -6.5% | +3.9% | -10.4% | -6.9% |
| 30D | +11.0% | -6.6% | +17.6% | +11.4% |
| 3M | -14.1% | -11.9% | -2.2% | -14.0% |
| 6M | -22.4% | +81.1% | -103.5% | -30.0% |
| YTD | -37.5% | +80.0% | -117.4% | -44.1% |
| 1Y | -46.9% | +145.8% | -192.8% | -55.1% |
| 3Y | +22.1% | +475.9% | -453.8% | -15.2% |
| All | +33.9% | +187.3% | -153.4% | -9.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling