+278.7%
AMD vs ALNY
-9.8%
+288.5%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +5.4% | +1.9% | +6.5% |
| 7D | +13.1% | -0.8% | +13.9% | +13.3% |
| 30D | -7.0% | -29.6% | +22.6% | -2.9% |
| 3M | +16.6% | -27.7% | +44.3% | +20.9% |
| 6M | +20.5% | -43.9% | +64.4% | +27.2% |
| YTD | +158.2% | -59.8% | +218.0% | +189.5% |
| 1Y | +132.8% | -64.6% | +197.4% | +167.6% |
| 3Y | +366.2% | -1.3% | +367.5% | +325.3% |
| 5Y | +278.7% | -7.6% | +286.3% | +224.2% |
| All | +278.7% | -9.8% | +288.5% | +224.2% |
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