-46.9%
ALNY vs TRU
-13.7%
-33.3%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.0% | -0.5% | +0.3% |
| 7D | -6.5% | -2.7% | -3.8% | -6.1% |
| 30D | +11.0% | -2.0% | +13.1% | +11.1% |
| 3M | -14.1% | +18.4% | -32.5% | -14.3% |
| 6M | -22.4% | +8.9% | -31.3% | -22.8% |
| YTD | -37.5% | -8.9% | -28.5% | -37.4% |
| 1Y | -46.9% | -15.9% | -31.1% | -47.4% |
| All | -46.9% | -13.7% | -33.3% | -47.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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