-62.0%
ALNY vs Z
-54.2%
-7.8%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +9.4% | -8.7% | -0.4% |
| 7D | -30.7% | +10.2% | -40.9% | -31.6% |
| 30D | -26.7% | +23.7% | -50.4% | -29.0% |
| 3M | -26.4% | -6.6% | -19.9% | -26.3% |
| 6M | -45.9% | -23.0% | -22.9% | -45.4% |
| YTD | -59.5% | -50.3% | -9.2% | -57.9% |
| 1Y | -62.0% | -53.6% | -8.4% | -60.1% |
| All | -62.0% | -54.2% | -7.8% | -60.1% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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