+3,615.7%
ALNY vs SM
+175.9%
+3,439.8%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +3.6% | -5.9% | -2.7% |
| 7D | +5.7% | -0.2% | +5.8% | +5.7% |
| 30D | +18.7% | +31.5% | -12.9% | +14.4% |
| 3M | -11.0% | +17.3% | -28.3% | -13.4% |
| 6M | -18.9% | +48.5% | -67.4% | -23.9% |
| YTD | -34.6% | +106.3% | -140.8% | -41.4% |
| 1Y | -42.8% | +47.3% | -90.1% | -46.7% |
| 3Y | +29.1% | -1.4% | +30.6% | +23.5% |
| 5Y | +39.6% | +114.0% | -74.4% | +15.1% |
| 10Y | +253.8% | +12.5% | +241.3% | +143.2% |
| All | +3,615.7% | +175.9% | +3,439.8% | +1,301.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling