+234.5%
ALNY vs STRL
+6,846.4%
-6,611.9%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.1% | -2.0% | -3.9% |
| 7D | -6.4% | +5.4% | -11.8% | -6.8% |
| 30D | +11.9% | -9.0% | +20.9% | +12.5% |
| 3M | -15.0% | -37.1% | +22.0% | -12.7% |
| 6M | -23.2% | +17.8% | -41.0% | -27.1% |
| YTD | -37.8% | +58.3% | -96.1% | -42.8% |
| 1Y | -47.3% | +61.0% | -108.3% | -52.0% |
| 3Y | +22.9% | +517.8% | -494.9% | -5.0% |
| 5Y | +30.6% | +2,119.0% | -2,088.5% | -12.4% |
| All | +234.5% | +6,846.4% | -6,611.9% | +113.6% |
Cumulative growth
Daily Returns
Daily percentage return beside STRL.
Daily Out/Under-Performance
Portfolio return minus STRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STRL 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 STRL 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