-4.8%
ALNY vs SW
-2.3%
-2.5%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -0.9% | +6.2% | +5.4% |
| 7D | +5.8% | -2.9% | +8.8% | +5.9% |
| 30D | -26.5% | +5.0% | -31.5% | -26.6% |
| 3M | -27.3% | -13.7% | -13.7% | -26.9% |
| 6M | -43.4% | +8.0% | -51.4% | -43.4% |
| YTD | -58.5% | +14.0% | -72.5% | -58.6% |
| 1Y | -63.6% | +25.6% | -89.3% | -63.8% |
| 3Y | 0.0% | +40.1% | -40.1% | +0.2% |
| All | -4.8% | -2.3% | -2.5% | -2.1% |
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 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