-41.3%
ALNY vs UL
-8.6%
-32.7%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.7% | +0.6% |
| 7D | +12.2% | -1.3% | +13.6% | +12.6% |
| 30D | +16.3% | +0.5% | +15.9% | +16.1% |
| 3M | -12.4% | +17.6% | -30.0% | -14.1% |
| 6M | -18.7% | -5.4% | -13.3% | -19.2% |
| YTD | -33.1% | +0.7% | -33.8% | -33.2% |
| 1Y | -41.3% | -9.3% | -32.1% | -44.1% |
| All | -41.3% | -8.6% | -32.7% | -44.1% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 UL 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