-62.0%
ALNY vs SW
+29.5%
-91.5%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.1% | -3.3% | +0.4% |
| 7D | -30.7% | +12.1% | -42.7% | -31.4% |
| 30D | -26.7% | +6.6% | -33.3% | -27.0% |
| 3M | -26.4% | -6.0% | -20.4% | -25.3% |
| 6M | -45.9% | +21.5% | -67.4% | -46.0% |
| YTD | -59.5% | +20.3% | -79.8% | -59.2% |
| 1Y | -62.0% | +28.1% | -90.1% | -61.6% |
| All | -62.0% | +29.5% | -91.5% | -61.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 SW 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