+426.7%
ALNY vs SNAP
-77.2%
+504.0%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.0% | +4.6% | +1.1% |
| 7D | +12.2% | +0.7% | +11.5% | +12.1% |
| 30D | +16.3% | +2.6% | +13.7% | +15.8% |
| 3M | -12.4% | -9.9% | -2.5% | -11.7% |
| 6M | -18.7% | +1.9% | -20.6% | -19.8% |
| YTD | -33.1% | -32.2% | -0.9% | -30.7% |
| 1Y | -41.3% | -22.8% | -18.5% | -40.5% |
| 3Y | +32.3% | -47.6% | +79.9% | +34.0% |
| 5Y | +34.8% | -92.7% | +127.5% | +58.4% |
| All | +426.7% | -77.2% | +504.0% | +400.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling