-46.9%
ALNY vs Z
-62.2%
+15.2%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.0% | -3.5% | 0.0% |
| 7D | -6.5% | -6.0% | -0.5% | -5.9% |
| 30D | +11.0% | -2.3% | +13.3% | +11.3% |
| 3M | -14.1% | -0.6% | -13.5% | -13.8% |
| 6M | -22.4% | -27.6% | +5.2% | -21.7% |
| YTD | -37.5% | -52.4% | +14.9% | -36.4% |
| 1Y | -46.9% | -63.6% | +16.7% | -48.0% |
| All | -46.9% | -62.2% | +15.2% | -48.0% |
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