+101.0%
ALNY vs TRU
+225.6%
-124.5%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.1% | -3.9% | -4.0% |
| 7D | -6.4% | -9.4% | +3.0% | -3.1% |
| 30D | +11.9% | -4.1% | +16.0% | +13.4% |
| 3M | -15.0% | +13.6% | -28.6% | -18.9% |
| 6M | -23.2% | +3.6% | -26.8% | -24.9% |
| YTD | -37.8% | -9.8% | -27.9% | -36.5% |
| 1Y | -47.3% | -13.6% | -33.6% | -45.8% |
| 3Y | +22.9% | -2.0% | +24.8% | +12.4% |
| 5Y | +30.6% | -35.8% | +66.4% | +40.5% |
| 10Y | +254.6% | +142.9% | +111.7% | +57.1% |
| All | +101.0% | +225.6% | -124.5% | -21.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling