+3,585.7%
ALNY vs STZ
+705.5%
+2,880.2%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.5% | -1.3% | -1.0% |
| 7D | -3.5% | -6.0% | +2.5% | -1.5% |
| 30D | +18.9% | -8.9% | +27.8% | +22.6% |
| 3M | -13.3% | -12.6% | -0.8% | -9.7% |
| 6M | -20.3% | -17.2% | -3.1% | -15.7% |
| YTD | -35.1% | -10.0% | -25.1% | -33.8% |
| 1Y | -46.5% | -14.3% | -32.2% | -44.7% |
| 3Y | +28.1% | -49.9% | +78.0% | +56.6% |
| 5Y | +36.1% | -38.2% | +74.3% | +52.6% |
| 10Y | +269.7% | -12.0% | +281.7% | +239.4% |
| All | +3,585.7% | +705.5% | +2,880.2% | +1,105.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling