+262.0%
AMAT vs ALNY
+38.0%
+224.0%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -0.7% |
| 7D | +6.9% | -3.5% | +10.4% | +7.3% |
| 30D | -10.1% | +18.9% | -29.0% | -12.0% |
| 3M | -6.0% | -13.3% | +7.4% | -5.7% |
| 6M | +38.6% | -20.3% | +58.9% | +40.7% |
| YTD | +83.1% | -35.1% | +118.2% | +91.8% |
| 1Y | +188.3% | -46.5% | +234.8% | +211.6% |
| 3Y | +225.3% | +28.1% | +197.3% | +193.6% |
| 5Y | +262.0% | +36.1% | +225.9% | +196.8% |
| All | +262.0% | +38.0% | +224.0% | +196.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling