-45.8%
ALNY vs TDY
+7.6%
-53.4%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.1% | +1.6% | +0.6% |
| 7D | -6.1% | -2.2% | -3.8% | -5.9% |
| 30D | +9.3% | -12.1% | +21.5% | +10.7% |
| 3M | -11.6% | -4.6% | -7.0% | -11.8% |
| 6M | -20.2% | -6.5% | -13.7% | -20.2% |
| YTD | -37.1% | +16.9% | -54.0% | -39.2% |
| All | -45.8% | +7.6% | -53.4% | -46.6% |
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