+3,615.7%
ALNY vs TAP
+104.7%
+3,511.0%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.1% | +1.8% | -0.9% |
| 7D | +5.7% | -2.3% | +8.0% | +6.5% |
| 30D | +18.7% | -9.4% | +28.1% | +22.5% |
| 3M | -11.0% | -0.8% | -10.2% | -10.7% |
| 6M | -18.9% | -14.7% | -4.1% | -14.9% |
| YTD | -34.6% | -13.9% | -20.7% | -32.0% |
| 1Y | -42.8% | -18.6% | -24.2% | -39.7% |
| 3Y | +29.1% | -32.0% | +61.1% | +42.1% |
| 5Y | +39.6% | -1.0% | +40.6% | +29.9% |
| 10Y | +253.8% | -51.4% | +305.1% | +312.9% |
| All | +3,615.7% | +104.7% | +3,511.0% | +1,923.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling