+378.7%
AMD vs ALNY
+30.0%
+348.7%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -4.1% | +0.7% | -2.8% |
| 7D | +10.4% | -6.4% | +16.8% | +11.4% |
| 30D | +6.2% | +11.9% | -5.7% | +4.2% |
| 3M | +11.3% | -15.0% | +26.3% | +12.0% |
| 6M | +147.8% | -23.2% | +171.0% | +153.6% |
| YTD | +135.2% | -37.8% | +172.9% | +150.6% |
| 1Y | +215.7% | -47.3% | +262.9% | +247.2% |
| 3Y | +374.7% | +22.9% | +351.8% | +326.2% |
| 5Y | +378.7% | +30.6% | +348.1% | +297.4% |
| All | +378.7% | +30.0% | +348.7% | +297.4% |
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