-46.9%
ALNY vs STRL
+68.3%
-115.2%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.4% | -4.9% | +0.6% |
| 7D | -6.5% | +5.0% | -11.6% | -6.4% |
| 30D | +11.0% | -6.9% | +17.9% | +10.8% |
| 3M | -14.1% | -39.1% | +25.0% | -12.0% |
| 6M | -22.4% | +21.5% | -43.9% | -25.0% |
| YTD | -37.5% | +66.9% | -104.3% | -41.1% |
| 1Y | -46.9% | +61.6% | -108.6% | -48.7% |
| All | -46.9% | +68.3% | -115.2% | -48.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling