+3,452.6%
ALNY vs SNY
+208.4%
+3,244.2%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.4% |
| 7D | -6.5% | -3.3% | -3.2% | -4.9% |
| 30D | +11.0% | -2.2% | +13.2% | +12.4% |
| 3M | -14.1% | -3.0% | -11.0% | -12.2% |
| 6M | -22.4% | +2.7% | -25.1% | -23.0% |
| YTD | -37.5% | -6.8% | -30.6% | -34.7% |
| 1Y | -46.9% | -5.3% | -41.7% | -45.3% |
| 3Y | +22.1% | -9.8% | +31.9% | +23.4% |
| 5Y | +31.2% | +9.7% | +21.5% | +14.6% |
| 10Y | +256.3% | +64.5% | +191.8% | +138.4% |
| All | +3,452.6% | +208.4% | +3,244.2% | +1,716.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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