+352.5%
APH vs ALNY
+38.0%
+314.6%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -0.4% |
| 7D | +1.6% | -3.5% | +5.1% | +2.0% |
| 30D | -3.0% | +18.9% | -21.9% | -4.8% |
| 3M | +5.7% | -13.3% | +19.1% | +6.3% |
| 6M | +20.0% | -20.3% | +40.3% | +21.8% |
| YTD | +20.8% | -35.1% | +55.9% | +25.6% |
| 1Y | +40.2% | -46.5% | +86.7% | +49.2% |
| 3Y | +288.1% | +28.1% | +260.0% | +269.6% |
| 5Y | +352.5% | +36.1% | +316.4% | +313.3% |
| All | +352.5% | +38.0% | +314.6% | +313.3% |
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