+506.9%
ALNY vs VT
+360.7%
+146.2%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +1.1% | +4.3% | +4.3% |
| 7D | -0.8% | -0.7% | -0.1% | -0.1% |
| 30D | -29.6% | -1.7% | -27.8% | -28.3% |
| 3M | -27.7% | -2.3% | -25.4% | -25.9% |
| 6M | -43.9% | +1.5% | -45.4% | -45.4% |
| YTD | -59.8% | +12.0% | -71.8% | -64.7% |
| 1Y | -64.6% | +12.9% | -77.5% | -69.2% |
| 3Y | -1.3% | +74.9% | -76.2% | -45.4% |
| 5Y | -7.6% | +59.9% | -67.5% | -44.2% |
| 10Y | +243.5% | +224.6% | +18.8% | -3.0% |
| All | +506.9% | +360.7% | +146.2% | +23.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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