+2,137.9%
ALNY vs TPR
+849.3%
+1,288.6%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.5% | -1.5% | -1.9% |
| 7D | 0.0% | -1.1% | +1.1% | +0.3% |
| 30D | -30.0% | +15.1% | -45.1% | -33.1% |
| 3M | -30.1% | -13.4% | -16.6% | -28.4% |
| 6M | -46.4% | +1.4% | -47.7% | -47.6% |
| YTD | -60.6% | +4.8% | -65.4% | -62.2% |
| 1Y | -65.4% | +29.2% | -94.6% | -68.7% |
| 3Y | -3.2% | +403.7% | -406.9% | -42.7% |
| 5Y | -8.3% | +230.8% | -239.2% | -41.2% |
| 10Y | +236.6% | +369.2% | -132.6% | +66.6% |
| All | +2,137.9% | +849.3% | +1,288.6% | +591.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling