-63.9%
ALNY vs TDY
+16.1%
-80.0%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -6.4% | +3.6% | -2.3% |
| 7D | -10.0% | -12.7% | +2.7% | -9.3% |
| 30D | -30.0% | -4.9% | -25.1% | -30.0% |
| 3M | -31.5% | -13.5% | -18.0% | -30.9% |
| 6M | -48.0% | -6.4% | -41.6% | -48.1% |
| YTD | -60.6% | +15.9% | -76.5% | -62.2% |
| 1Y | -63.9% | +15.4% | -79.4% | -65.2% |
| All | -63.9% | +16.1% | -80.0% | -65.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 1y: compounded portfolio wealth divided by compounded TDY 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…
1y analysis · Full analysis span regression · 6 months rolling