+30.6%
ALNY vs Z
-66.6%
+97.1%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.8% | -1.3% | -3.6% |
| 7D | -6.4% | -11.6% | +5.1% | -4.3% |
| 30D | +11.9% | -8.5% | +20.4% | +13.6% |
| 3M | -15.0% | -7.9% | -7.1% | -14.0% |
| 6M | -23.2% | -29.1% | +5.8% | -19.1% |
| YTD | -37.8% | -54.2% | +16.4% | -29.3% |
| 1Y | -47.3% | -63.5% | +16.3% | -37.8% |
| 3Y | +22.9% | -38.6% | +61.5% | +26.3% |
| 5Y | +30.6% | -66.0% | +96.5% | +18.9% |
| All | +30.6% | -66.6% | +97.1% | +18.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling