-46.9%
ALNY vs SPYG
+17.9%
-64.8%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.3% | +0.4% |
| 7D | -6.5% | -0.9% | -5.7% | -6.5% |
| 30D | +11.0% | -1.5% | +12.6% | +11.1% |
| 3M | -14.1% | +3.7% | -17.8% | -13.5% |
| 6M | -22.4% | +16.4% | -38.8% | -27.2% |
| YTD | -37.5% | +13.3% | -50.8% | -40.8% |
| 1Y | -46.9% | +17.9% | -64.8% | -49.8% |
| All | -46.9% | +17.9% | -64.8% | -49.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling