+496.1%
ALNY vs SW
+730.4%
-234.3%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.5% | -1.2% | -2.7% |
| 7D | -10.0% | +4.7% | -14.6% | -10.1% |
| 30D | -30.0% | +5.0% | -35.0% | -30.3% |
| 3M | -31.5% | -7.3% | -24.2% | -31.3% |
| 6M | -48.0% | +15.0% | -63.0% | -48.3% |
| YTD | -60.6% | +18.5% | -79.1% | -61.0% |
| 1Y | -63.9% | +27.1% | -91.1% | -64.4% |
| 3Y | -6.4% | +49.3% | -55.7% | -8.6% |
| 5Y | -16.3% | -1.6% | -14.7% | -17.8% |
| 10Y | +364.2% | +185.4% | +178.8% | +328.6% |
| All | +496.1% | +730.4% | -234.3% | +442.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling