+3,615.7%
ALNY vs STT
+527.1%
+3,088.6%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.2% | -1.0% | -1.9% |
| 7D | +5.7% | +2.2% | +3.5% | +4.9% |
| 30D | +18.7% | +3.9% | +14.8% | +17.1% |
| 3M | -11.0% | +19.2% | -30.1% | -16.7% |
| 6M | -18.9% | +60.4% | -79.3% | -31.5% |
| YTD | -34.6% | +51.5% | -86.0% | -43.9% |
| 1Y | -42.8% | +76.3% | -119.1% | -53.6% |
| 3Y | +29.1% | +200.7% | -171.6% | -13.6% |
| 5Y | +39.6% | +157.5% | -117.9% | -4.7% |
| 10Y | +253.8% | +262.0% | -8.2% | +98.8% |
| All | +3,615.7% | +527.1% | +3,088.6% | +1,296.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling