+32.8%
ALNY vs SW
+19.6%
+13.2%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.3% | -0.7% | +0.5% |
| 7D | +12.2% | -5.1% | +17.3% | +12.7% |
| 30D | +16.3% | -4.6% | +20.9% | +16.8% |
| 3M | -12.4% | +9.4% | -21.7% | -12.8% |
| 6M | -18.7% | +3.5% | -22.2% | -19.0% |
| YTD | -33.1% | +22.0% | -55.1% | -34.1% |
| 1Y | -41.3% | +2.2% | -43.5% | -41.7% |
| All | +32.8% | +19.6% | +13.2% | +22.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling