-62.0%
ALNY vs STZ
+14.7%
-76.7%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +5.3% | -4.6% | +0.7% |
| 7D | -30.7% | +13.0% | -43.7% | -30.8% |
| 30D | -26.7% | +29.4% | -56.2% | -27.4% |
| 3M | -26.4% | +11.6% | -38.0% | -26.5% |
| 6M | -45.9% | -0.2% | -45.7% | -46.0% |
| YTD | -59.5% | +8.6% | -68.0% | -58.8% |
| 1Y | -62.0% | +15.9% | -77.9% | -61.7% |
| All | -62.0% | +14.7% | -76.7% | -61.7% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 1y: compounded portfolio wealth divided by compounded STZ 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…
1y analysis · Full analysis span regression · 6 months rolling