0.0%
ALNY vs STRL
+341.0%
-341.0%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -3.1% | +8.4% | +5.5% |
| 7D | +5.8% | +15.7% | -9.8% | +5.1% |
| 30D | -26.5% | -35.5% | +9.0% | -25.4% |
| 3M | -27.3% | -47.1% | +19.8% | -26.0% |
| 6M | -43.4% | -65.8% | +22.4% | -40.7% |
| YTD | -58.5% | -4.5% | -54.0% | -61.4% |
| 1Y | -63.6% | -10.5% | -53.2% | -66.0% |
| 3Y | 0.0% | +340.6% | -340.6% | -25.1% |
| All | 0.0% | +341.0% | -341.0% | -25.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling