+188.9%
AMAT vs ALNY
-40.8%
+229.7%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.6% | +3.7% | +4.4% |
| 7D | -1.5% | +12.2% | -13.7% | +0.7% |
| 30D | -14.8% | +16.3% | -31.1% | -12.2% |
| 3M | -9.3% | -12.4% | +3.1% | -8.6% |
| 6M | +27.4% | -18.7% | +46.1% | +30.0% |
| YTD | +77.6% | -33.1% | +110.6% | +86.7% |
| 1Y | +188.9% | -41.3% | +230.3% | +217.5% |
| All | +188.9% | -40.8% | +229.7% | +217.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALNY.
Daily Out/Under-Performance
Portfolio return minus ALNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALNY 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 ALNY 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