-62.0%
ALNY vs SPG
+34.3%
-96.2%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.9% | -2.1% | -0.4% |
| 7D | -30.7% | +8.2% | -38.9% | -33.1% |
| 30D | -26.7% | +13.5% | -40.2% | -31.4% |
| 3M | -26.4% | +2.2% | -28.7% | -26.4% |
| 6M | -45.9% | +15.9% | -61.8% | -48.2% |
| YTD | -59.5% | +27.6% | -87.1% | -62.0% |
| 1Y | -62.0% | +30.9% | -92.9% | -64.0% |
| All | -62.0% | +34.3% | -96.2% | -64.0% |
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