+3,435.9%
ALNY vs SPYG
+1,218.0%
+2,217.8%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.8% | -3.2% | -3.2% |
| 7D | -6.4% | -1.8% | -4.6% | -4.6% |
| 30D | +11.9% | -1.9% | +13.8% | +14.1% |
| 3M | -15.0% | +5.2% | -20.2% | -20.9% |
| 6M | -23.2% | +15.6% | -38.8% | -35.8% |
| YTD | -37.8% | +12.4% | -50.2% | -46.6% |
| 1Y | -47.3% | +17.5% | -64.7% | -57.0% |
| 3Y | +22.9% | +98.1% | -75.2% | -45.0% |
| 5Y | +30.6% | +84.9% | -54.3% | -38.9% |
| 10Y | +254.6% | +417.7% | -163.0% | -55.5% |
| All | +3,435.9% | +1,218.0% | +2,217.8% | +75.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling