+392.2%
ALNY vs SNAP
-76.3%
+468.6%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.9% | -2.4% | +0.1% |
| 7D | -6.5% | +3.8% | -10.4% | -7.0% |
| 30D | +11.0% | +9.2% | +1.8% | +9.7% |
| 3M | -14.1% | +6.6% | -20.6% | -15.2% |
| 6M | -22.4% | +16.9% | -39.3% | -24.7% |
| YTD | -37.5% | -29.6% | -7.8% | -35.5% |
| 1Y | -46.9% | -22.1% | -24.8% | -46.3% |
| 3Y | +22.1% | -39.8% | +61.9% | +21.5% |
| 5Y | +31.2% | -92.4% | +123.6% | +53.3% |
| All | +392.2% | -76.3% | +468.6% | +364.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SNAP.
Daily Out/Under-Performance
Portfolio return minus SNAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNAP 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 SNAP 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