+236.1%
ALNY vs SPYG
+424.6%
-188.5%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.3% | -0.1% |
| 7D | -6.5% | -0.9% | -5.7% | -5.9% |
| 30D | +11.0% | -1.5% | +12.6% | +12.3% |
| 3M | -14.1% | +3.7% | -17.8% | -17.5% |
| 6M | -22.4% | +16.4% | -38.8% | -32.4% |
| YTD | -37.5% | +13.3% | -50.8% | -44.5% |
| 1Y | -46.9% | +17.9% | -64.8% | -54.5% |
| 3Y | +22.1% | +98.3% | -76.3% | -33.6% |
| 5Y | +31.2% | +86.4% | -55.2% | -26.0% |
| All | +236.1% | +424.6% | -188.5% | -49.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 10y: compounded portfolio wealth divided by compounded SPYG 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…
10y analysis · Full analysis span regression · 6 months rolling