+236.1%
ALNY vs STZ
-11.3%
+247.4%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.1% | +1.6% | +0.7% |
| 7D | -6.5% | -4.5% | -2.1% | -5.5% |
| 30D | +11.0% | -8.6% | +19.6% | +13.4% |
| 3M | -14.1% | -13.8% | -0.3% | -11.1% |
| 6M | -22.4% | -17.2% | -5.2% | -19.2% |
| YTD | -37.5% | -9.4% | -28.1% | -36.7% |
| 1Y | -46.9% | -11.9% | -35.1% | -46.0% |
| 3Y | +22.1% | -49.6% | +71.7% | +42.5% |
| 5Y | +31.2% | -37.2% | +68.4% | +43.1% |
| All | +236.1% | -11.3% | +247.4% | +235.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling