+236.1%
ALNY vs SM
+23.0%
+213.1%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.5% |
| 7D | -6.5% | +4.6% | -11.1% | -6.8% |
| 30D | +11.0% | +18.2% | -7.2% | +9.8% |
| 3M | -14.1% | +22.5% | -36.6% | -15.5% |
| 6M | -22.4% | +50.6% | -72.9% | -25.0% |
| YTD | -37.5% | +108.1% | -145.6% | -41.0% |
| 1Y | -46.9% | +46.0% | -92.9% | -48.8% |
| 3Y | +22.1% | +2.9% | +19.2% | +19.0% |
| 5Y | +31.2% | +112.6% | -81.4% | +19.9% |
| All | +236.1% | +23.0% | +213.1% | +187.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling