+106.1%
ALNY vs Z
+17.0%
+89.0%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -6.4% | +4.2% | -0.9% |
| 7D | +5.7% | -3.3% | +8.9% | +6.4% |
| 30D | +18.7% | -3.7% | +22.4% | +19.5% |
| 3M | -11.0% | -7.0% | -4.0% | -9.9% |
| 6M | -18.9% | -29.5% | +10.6% | -13.5% |
| YTD | -34.6% | -52.6% | +18.0% | -24.4% |
| 1Y | -42.8% | -64.0% | +21.2% | -30.2% |
| 3Y | +29.1% | -36.4% | +65.6% | +32.5% |
| 5Y | +39.6% | -65.8% | +105.4% | +53.5% |
| 10Y | +253.8% | -5.8% | +259.6% | +162.8% |
| All | +106.1% | +17.0% | +89.0% | +34.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling