+260.3%
ALNY vs SW
+183.3%
+76.9%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.4% |
| 7D | -0.9% | +1.8% | -2.7% | -1.0% |
| 30D | -32.7% | +7.0% | -39.7% | -33.0% |
| 3M | -28.6% | -7.6% | -20.9% | -28.3% |
| 6M | -46.9% | +8.5% | -55.5% | -47.1% |
| YTD | -60.6% | +17.7% | -78.3% | -60.9% |
| 1Y | -64.6% | +27.1% | -91.7% | -65.0% |
| 3Y | -4.8% | +48.2% | -53.0% | -6.8% |
| 5Y | -14.8% | -2.3% | -12.5% | -15.8% |
| 10Y | +260.3% | +183.3% | +76.9% | +243.0% |
| All | +260.3% | +183.3% | +76.9% | +243.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling