+3,452.6%
ALNY vs UL
+461.0%
+2,991.5%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.6% | -0.2% | +0.2% |
| 7D | -6.5% | -3.4% | -3.2% | -5.0% |
| 30D | +11.0% | +0.5% | +10.6% | +10.9% |
| 3M | -14.1% | +7.2% | -21.3% | -16.8% |
| 6M | -22.4% | -3.1% | -19.3% | -21.6% |
| YTD | -37.5% | -2.7% | -34.7% | -37.1% |
| 1Y | -46.9% | -10.2% | -36.7% | -44.7% |
| 3Y | +22.1% | +20.3% | +1.8% | +9.4% |
| 5Y | +31.2% | +19.9% | +11.3% | +14.8% |
| 10Y | +256.3% | +66.5% | +189.9% | +142.8% |
| All | +3,452.6% | +461.0% | +2,991.5% | +1,161.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling