+1,607.1%
AMAT vs ALNY
+258.3%
+1,348.8%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -4.1% | +0.9% | -2.6% |
| 7D | +4.2% | -6.4% | +10.6% | +5.1% |
| 30D | -13.5% | +11.9% | -25.4% | -15.1% |
| 3M | -8.6% | -15.0% | +6.5% | -8.1% |
| 6M | +31.6% | -23.2% | +54.8% | +34.2% |
| YTD | +77.3% | -37.8% | +115.1% | +86.8% |
| 1Y | +179.4% | -47.3% | +226.6% | +202.1% |
| 3Y | +215.0% | +22.9% | +192.2% | +185.4% |
| 5Y | +245.8% | +30.6% | +215.2% | +199.2% |
| All | +1,607.1% | +258.3% | +1,348.8% | +1,165.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling