+234.5%
ALNY vs TPR
+318.3%
-83.8%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.9% | -6.0% | -4.4% |
| 7D | -6.4% | -5.1% | -1.3% | -5.6% |
| 30D | +11.9% | -27.6% | +39.4% | +17.5% |
| 3M | -15.0% | -17.5% | +2.5% | -12.8% |
| 6M | -23.2% | -21.3% | -1.9% | -20.8% |
| YTD | -37.8% | -8.5% | -29.3% | -37.6% |
| 1Y | -47.3% | +11.5% | -58.7% | -49.1% |
| 3Y | +22.9% | +288.0% | -265.1% | -6.8% |
| 5Y | +30.6% | +225.2% | -194.6% | -0.3% |
| All | +234.5% | +318.3% | -83.8% | +128.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 10y: compounded portfolio wealth divided by compounded TPR 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…
10y analysis · Full analysis span regression · 6 months rolling