-11.2%
ALNY vs VG
-34.8%
+23.6%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.4% | -5.4% | -4.1% |
| 7D | -6.4% | +7.0% | -13.5% | -6.4% |
| 30D | +11.9% | +17.2% | -5.4% | +11.8% |
| 3M | -15.0% | +16.8% | -31.8% | -15.2% |
| 6M | -23.2% | +36.3% | -59.6% | -24.2% |
| YTD | -37.8% | +127.9% | -165.7% | -40.3% |
| 1Y | -47.3% | +11.7% | -59.0% | -47.6% |
| All | -11.2% | -34.8% | +23.6% | -18.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VG.
Daily Out/Under-Performance
Portfolio return minus VG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VG 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 10y: compounded portfolio wealth divided by compounded VG 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…
10y analysis · Full analysis span regression · 6 months rolling