+236.1%
ALNY vs STLA
+55.1%
+181.0%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.3% | -1.8% | 0.0% |
| 7D | -6.5% | -2.9% | -3.7% | -6.0% |
| 30D | +11.0% | +0.9% | +10.1% | +10.7% |
| 3M | -14.1% | -21.6% | +7.6% | -10.0% |
| 6M | -22.4% | -21.6% | -0.8% | -19.1% |
| YTD | -37.5% | -50.4% | +13.0% | -29.1% |
| 1Y | -46.9% | -43.6% | -3.4% | -41.9% |
| 3Y | +22.1% | -66.4% | +88.5% | +44.3% |
| 5Y | +31.2% | -62.3% | +93.5% | +47.1% |
| All | +236.1% | +55.1% | +181.0% | +159.7% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 STLA 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