+3,452.6%
ALNY vs TDY
+3,195.8%
+256.8%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.2% | -0.7% | -0.2% |
| 7D | -6.5% | -1.1% | -5.4% | -6.0% |
| 30D | +11.0% | -12.0% | +23.1% | +18.6% |
| 3M | -14.1% | -3.2% | -10.9% | -13.6% |
| 6M | -22.4% | -7.9% | -14.5% | -20.2% |
| YTD | -37.5% | +18.2% | -55.7% | -44.1% |
| 1Y | -46.9% | +6.7% | -53.6% | -50.1% |
| 3Y | +22.1% | +47.5% | -25.5% | -5.4% |
| 5Y | +31.2% | +39.5% | -8.3% | +3.0% |
| 10Y | +256.3% | +477.2% | -220.9% | +7.5% |
| All | +3,452.6% | +3,195.8% | +256.8% | +493.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling