-47.3%
ALNY vs TPR
+9.7%
-56.9%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.9% | -6.0% | -4.2% |
| 7D | -6.4% | -5.1% | -1.3% | -6.1% |
| 30D | +11.9% | -27.6% | +39.4% | +14.4% |
| 3M | -15.0% | -17.5% | +2.5% | -14.6% |
| 6M | -23.2% | -21.3% | -1.9% | -23.0% |
| YTD | -37.8% | -8.5% | -29.3% | -37.0% |
| 1Y | -47.3% | +11.5% | -58.7% | -47.4% |
| All | -47.3% | +9.7% | -56.9% | -47.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling