+236.1%
ALNY vs TAP
-49.9%
+286.0%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.3% | -0.8% | +0.3% |
| 7D | -6.5% | -3.9% | -2.7% | -6.0% |
| 30D | +11.0% | -5.3% | +16.3% | +11.9% |
| 3M | -14.1% | -3.8% | -10.3% | -13.5% |
| 6M | -22.4% | -11.4% | -11.0% | -21.1% |
| YTD | -37.5% | -13.7% | -23.7% | -36.4% |
| 1Y | -46.9% | -17.2% | -29.7% | -45.8% |
| 3Y | +22.1% | -33.1% | +55.1% | +28.1% |
| 5Y | +31.2% | +0.8% | +30.4% | +27.9% |
| All | +236.1% | -49.9% | +286.0% | +226.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 10y: compounded portfolio wealth divided by compounded TAP 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…
10y analysis · Full analysis span regression · 6 months rolling