+3,435.9%
ALNY vs SPY
+914.2%
+2,521.6%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.6% | -3.5% | -3.4% |
| 7D | -6.4% | -2.0% | -4.4% | -4.4% |
| 30D | +11.9% | -1.7% | +13.5% | +14.0% |
| 3M | -15.0% | +4.7% | -19.7% | -19.9% |
| 6M | -23.2% | +12.5% | -35.7% | -33.2% |
| YTD | -37.8% | +11.7% | -49.5% | -45.5% |
| 1Y | -47.3% | +17.5% | -64.7% | -56.3% |
| 3Y | +22.9% | +76.6% | -53.7% | -35.8% |
| 5Y | +30.6% | +82.0% | -51.5% | -34.7% |
| 10Y | +254.6% | +317.1% | -62.5% | -34.8% |
| All | +3,435.9% | +914.2% | +2,521.6% | +181.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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