+30.6%
ALNY vs SNAP
-92.7%
+123.2%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +4.0% | -8.0% | -4.6% |
| 7D | -6.4% | -3.2% | -3.3% | -6.1% |
| 30D | +11.9% | +0.2% | +11.7% | +11.7% |
| 3M | -15.0% | +2.6% | -17.6% | -15.8% |
| 6M | -23.2% | +12.4% | -35.6% | -25.2% |
| YTD | -37.8% | -31.6% | -6.2% | -35.7% |
| 1Y | -47.3% | -21.7% | -25.6% | -46.7% |
| 3Y | +22.9% | -41.2% | +64.1% | +22.4% |
| 5Y | +30.6% | -92.6% | +123.2% | +55.0% |
| All | +30.6% | -92.7% | +123.2% | +55.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling