+912.6%
ALNY vs SW
+755.0%
+157.6%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.3% | -0.7% | +0.6% |
| 7D | +12.2% | -5.1% | +17.3% | +12.5% |
| 30D | +16.3% | -4.6% | +20.9% | +16.6% |
| 3M | -12.4% | +9.4% | -21.7% | -12.7% |
| 6M | -18.7% | +3.5% | -22.2% | -18.9% |
| YTD | -33.1% | +22.0% | -55.1% | -33.8% |
| 1Y | -41.3% | +2.2% | -43.5% | -41.6% |
| 3Y | +32.3% | +19.6% | +12.7% | +30.1% |
| 5Y | +34.8% | -2.3% | +37.1% | +32.5% |
| 10Y | +284.7% | +181.4% | +103.4% | +255.2% |
| All | +912.6% | +755.0% | +157.6% | +820.2% |
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