+28.2%
ALNY vs USAR
+74.5%
-46.3%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.3% | -2.5% | -2.3% |
| 7D | +5.7% | +2.3% | +3.4% | +5.7% |
| 30D | +18.7% | -8.6% | +27.3% | +18.6% |
| 3M | -11.0% | -20.5% | +9.5% | -10.6% |
| 6M | -18.9% | +1.2% | -20.1% | -18.8% |
| YTD | -34.6% | +48.4% | -83.0% | -34.5% |
| 1Y | -42.8% | +30.6% | -73.5% | -42.3% |
| 3Y | +29.1% | +73.6% | -44.5% | +14.8% |
| All | +28.2% | +74.5% | -46.3% | +14.0% |
Cumulative growth
Daily Returns
Daily percentage return beside USAR.
Daily Out/Under-Performance
Portfolio return minus USAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USAR 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 USAR 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