-17.0%
ALNY vs SW
-2.6%
-14.5%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.5% | -0.4% |
| 7D | -5.5% | +2.3% | -7.8% | -5.6% |
| 30D | -30.5% | +6.8% | -37.3% | -30.7% |
| 3M | -27.8% | -5.2% | -22.7% | -27.6% |
| 6M | -48.5% | +7.4% | -56.0% | -48.6% |
| YTD | -60.8% | +17.4% | -78.2% | -60.9% |
| 1Y | -64.6% | +27.1% | -91.7% | -64.8% |
| 3Y | -6.7% | +47.9% | -54.6% | -6.7% |
| All | -17.0% | -2.6% | -14.5% | -15.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling