-41.3%
ALNY vs Z
-58.8%
+17.5%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.1% | +2.7% | +0.8% |
| 7D | +12.2% | -3.0% | +15.2% | +12.5% |
| 30D | +16.3% | -4.2% | +20.5% | +16.5% |
| 3M | -12.4% | -3.7% | -8.7% | -12.4% |
| 6M | -18.7% | -24.5% | +5.8% | -18.6% |
| YTD | -33.1% | -49.3% | +16.2% | -32.9% |
| 1Y | -41.3% | -58.7% | +17.3% | -42.5% |
| All | -41.3% | -58.8% | +17.5% | -42.5% |
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