+9,929.5%
AMZN vs ALNY
+3,957.5%
+5,971.9%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.1% | +3.9% | +0.4% |
| 7D | -2.7% | -6.4% | +3.7% | -1.7% |
| 30D | -7.5% | +11.9% | -19.4% | -9.2% |
| 3M | +5.8% | -15.0% | +20.8% | +7.0% |
| 6M | +17.5% | -23.2% | +40.7% | +20.6% |
| YTD | +9.1% | -37.8% | +46.9% | +15.6% |
| 1Y | +9.4% | -47.3% | +56.6% | +18.7% |
| 3Y | +82.2% | +22.9% | +59.3% | +67.4% |
| 5Y | +45.2% | +30.6% | +14.6% | +27.8% |
| 10Y | +562.7% | +254.6% | +308.1% | +345.9% |
| All | +9,929.5% | +3,957.5% | +5,971.9% | +4,238.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling