-62.0%
ALNY vs SM
+70.4%
-132.3%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -15.3% | +16.0% | -0.4% |
| 7D | -30.7% | -21.5% | -9.2% | -31.8% |
| 30D | -26.7% | -11.4% | -15.4% | -27.2% |
| 3M | -26.4% | +0.6% | -27.1% | -26.5% |
| 6M | -45.9% | +0.2% | -46.2% | -46.1% |
| YTD | -59.5% | +69.7% | -129.2% | -60.3% |
| 1Y | -62.0% | +71.6% | -133.5% | -62.7% |
| All | -62.0% | +70.4% | -132.3% | -62.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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