+21.5%
ALNY vs SPG
+106.6%
-85.1%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.1% | -4.1% | -4.1% |
| 7D | -6.4% | -2.2% | -4.2% | -5.6% |
| 30D | +11.9% | -5.8% | +17.7% | +14.7% |
| 3M | -15.0% | -2.8% | -12.2% | -13.5% |
| 6M | -23.2% | +8.9% | -32.1% | -25.2% |
| YTD | -37.8% | +14.3% | -52.0% | -40.4% |
| 1Y | -47.3% | +19.5% | -66.7% | -50.4% |
| All | +21.5% | +106.6% | -85.1% | -11.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling