-63.6%
ALNY vs STRL
-22.7%
-41.0%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -3.1% | +8.4% | +5.3% |
| 7D | +5.8% | +15.7% | -9.8% | +6.0% |
| 30D | -26.5% | -35.5% | +9.0% | -27.3% |
| 3M | -27.3% | -47.1% | +19.8% | -28.7% |
| 6M | -43.4% | -65.8% | +22.4% | -42.9% |
| YTD | -58.5% | -4.5% | -54.0% | -62.4% |
| 1Y | -63.6% | -10.5% | -53.2% | -67.0% |
| All | -63.6% | -22.7% | -41.0% | -67.0% |
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