+236.1%
ALNY vs Z
-2.5%
+238.6%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.0% | -3.5% | -0.4% |
| 7D | -6.5% | -6.0% | -0.5% | -5.3% |
| 30D | +11.0% | -2.3% | +13.3% | +11.5% |
| 3M | -14.1% | -0.6% | -13.5% | -14.3% |
| 6M | -22.4% | -27.6% | +5.2% | -17.6% |
| YTD | -37.5% | -52.4% | +14.9% | -27.6% |
| 1Y | -46.9% | -63.6% | +16.7% | -35.2% |
| 3Y | +22.1% | -36.4% | +58.5% | +25.2% |
| 5Y | +31.2% | -64.6% | +95.8% | +43.2% |
| All | +236.1% | -2.5% | +238.6% | +121.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling