+3,615.7%
ALNY vs SPG
+1,012.9%
+2,602.8%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.2% | -3.4% | -2.6% |
| 7D | +5.7% | 0.0% | +5.7% | +5.6% |
| 30D | +18.7% | -4.9% | +23.6% | +20.5% |
| 3M | -11.0% | +3.3% | -14.3% | -11.7% |
| 6M | -18.9% | +11.2% | -30.1% | -21.4% |
| YTD | -34.6% | +17.1% | -51.6% | -37.7% |
| 1Y | -42.8% | +21.6% | -64.4% | -46.3% |
| 3Y | +29.1% | +111.9% | -82.7% | +1.0% |
| 5Y | +39.6% | +106.9% | -67.3% | +8.5% |
| 10Y | +253.8% | +62.2% | +191.6% | +165.5% |
| All | +3,615.7% | +1,012.9% | +2,602.8% | +1,048.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling