+171.9%
ALNY vs TW
+206.7%
-34.8%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.5% | +0.8% |
| 7D | -6.5% | -4.5% | -2.1% | -5.3% |
| 30D | +11.0% | -2.3% | +13.3% | +11.5% |
| 3M | -14.1% | +2.6% | -16.7% | -14.1% |
| 6M | -22.4% | -17.5% | -4.8% | -18.3% |
| YTD | -37.5% | -5.3% | -32.2% | -36.8% |
| 1Y | -46.9% | -14.8% | -32.2% | -44.9% |
| 3Y | +22.1% | +18.8% | +3.2% | +12.5% |
| 5Y | +31.2% | +20.7% | +10.5% | +17.1% |
| All | +171.9% | +206.7% | -34.8% | +105.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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