-4.8%
ALNY vs STT
+104.1%
-108.9%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -0.1% | +5.5% | +5.4% |
| 7D | +5.8% | +4.8% | +1.1% | +4.3% |
| 30D | -26.5% | +3.9% | -30.4% | -27.4% |
| 3M | -27.3% | -8.2% | -19.2% | -25.5% |
| 6M | -43.4% | +15.6% | -59.0% | -46.7% |
| YTD | -58.5% | +37.6% | -96.1% | -63.4% |
| 1Y | -63.6% | +50.1% | -113.8% | -69.0% |
| 3Y | 0.0% | +183.1% | -183.0% | -33.9% |
| All | -4.8% | +104.1% | -108.9% | -35.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling