+128.7%
ALNY vs SITM
+4,532.8%
-4,404.1%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +2.1% | -6.2% | -4.3% |
| 7D | -6.4% | +4.8% | -11.3% | -6.9% |
| 30D | +11.9% | -9.7% | +21.6% | +12.8% |
| 3M | -15.0% | -9.3% | -5.7% | -15.7% |
| 6M | -23.2% | +69.5% | -92.7% | -30.9% |
| YTD | -37.8% | +70.5% | -108.3% | -44.6% |
| 1Y | -47.3% | +145.3% | -192.5% | -55.9% |
| 3Y | +22.9% | +432.8% | -409.9% | -14.3% |
| 5Y | +30.6% | +174.0% | -143.4% | -7.7% |
| All | +128.7% | +4,532.8% | -4,404.1% | +17.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling