+30.6%
ALNY vs STRL
+2,049.2%
-2,018.6%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.1% | -2.0% | -3.9% |
| 7D | -6.4% | +5.4% | -11.8% | -6.7% |
| 30D | +11.9% | -9.0% | +20.9% | +12.4% |
| 3M | -15.0% | -37.1% | +22.0% | -12.5% |
| 6M | -23.2% | +17.8% | -41.0% | -27.8% |
| YTD | -37.8% | +58.3% | -96.1% | -43.8% |
| 1Y | -47.3% | +61.0% | -108.3% | -52.9% |
| 3Y | +22.9% | +517.8% | -494.9% | -12.2% |
| 5Y | +30.6% | +2,119.0% | -2,088.5% | -28.8% |
| All | +30.6% | +2,049.2% | -2,018.6% | -28.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling