-41.3%
ALNY vs SPG
+21.3%
-62.7%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.6% | +1.1% |
| 7D | +12.2% | -2.4% | +14.6% | +13.5% |
| 30D | +16.3% | -6.8% | +23.2% | +20.6% |
| 3M | -12.4% | +2.7% | -15.0% | -10.9% |
| 6M | -18.7% | +5.5% | -24.2% | -19.1% |
| YTD | -33.1% | +15.7% | -48.8% | -33.0% |
| 1Y | -41.3% | +20.9% | -62.2% | -40.1% |
| All | -41.3% | +21.3% | -62.7% | -40.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 1y: compounded portfolio wealth divided by compounded SPG 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…
1y analysis · Full analysis span regression · 6 months rolling