+48.5%
AMZN vs ALNY
+30.5%
+18.0%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.5% | +1.5% | +1.9% |
| 7D | -0.7% | -6.5% | +5.9% | +0.3% |
| 30D | -3.9% | +11.0% | -15.0% | -5.6% |
| 3M | +6.3% | -14.1% | +20.4% | +7.3% |
| 6M | +20.8% | -22.4% | +43.1% | +23.8% |
| YTD | +11.2% | -37.5% | +48.7% | +18.1% |
| 1Y | +11.7% | -46.9% | +58.6% | +21.7% |
| 3Y | +79.4% | +22.1% | +57.4% | +64.4% |
| All | +48.5% | +30.5% | +18.0% | +24.0% |
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 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