+3,452.6%
ALNY vs TKO
+3,616.8%
-164.3%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.1% | +0.4% |
| 7D | -6.5% | +2.3% | -8.9% | -7.2% |
| 30D | +11.0% | -2.5% | +13.5% | +11.8% |
| 3M | -14.1% | -10.6% | -3.5% | -11.4% |
| 6M | -22.4% | -5.1% | -17.3% | -21.5% |
| YTD | -37.5% | -8.2% | -29.2% | -36.4% |
| 1Y | -46.9% | -4.4% | -42.5% | -46.8% |
| 3Y | +22.1% | +100.4% | -78.3% | -3.3% |
| 5Y | +31.2% | +294.3% | -263.1% | -17.2% |
| 10Y | +256.3% | +983.2% | -726.8% | +39.8% |
| All | +3,452.6% | +3,616.8% | -164.3% | +550.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TKO.
Daily Out/Under-Performance
Portfolio return minus TKO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TKO 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 TKO 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