+3,701.6%
ALNY vs STRL
+13,603.9%
-9,902.4%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +5.8% | -5.1% | -0.2% |
| 7D | +12.2% | +3.4% | +8.8% | +11.7% |
| 30D | +16.3% | -9.2% | +25.6% | +17.6% |
| 3M | -12.4% | -51.0% | +38.7% | -5.3% |
| 6M | -18.7% | +15.8% | -34.5% | -25.1% |
| YTD | -33.1% | +58.9% | -91.9% | -41.6% |
| 1Y | -41.3% | +68.5% | -109.8% | -49.9% |
| 3Y | +32.3% | +485.2% | -452.9% | -12.0% |
| 5Y | +34.8% | +2,005.1% | -1,970.3% | -29.3% |
| 10Y | +284.7% | +7,118.0% | -6,833.2% | +44.8% |
| All | +3,701.6% | +13,603.9% | -9,902.4% | +1,892.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling