+236.1%
ALNY vs STT
+269.6%
-33.5%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.6% | +0.1% |
| 7D | -6.5% | -0.4% | -6.1% | -6.4% |
| 30D | +11.0% | +1.7% | +9.3% | +10.4% |
| 3M | -14.1% | +17.9% | -32.0% | -18.9% |
| 6M | -22.4% | +55.3% | -77.7% | -33.0% |
| YTD | -37.5% | +52.7% | -90.1% | -45.9% |
| 1Y | -46.9% | +75.7% | -122.6% | -56.2% |
| 3Y | +22.1% | +197.9% | -175.8% | -16.2% |
| 5Y | +31.2% | +157.2% | -126.0% | -9.0% |
| All | +236.1% | +269.6% | -33.5% | +53.4% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 10y: compounded portfolio wealth divided by compounded STT 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…
10y analysis · Full analysis span regression · 6 months rolling