+8,854.6%
APH vs ALNY
+2,605.6%
+6,249.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +5.4% | -7.1% | -2.5% |
| 7D | +4.9% | +5.8% | -1.0% | +4.0% |
| 30D | -5.4% | -26.5% | +21.1% | -2.0% |
| 3M | -5.5% | -27.3% | +21.9% | -2.1% |
| 6M | +25.9% | -43.4% | +69.3% | +33.3% |
| YTD | +16.4% | -58.5% | +74.9% | +28.5% |
| 1Y | +16.5% | -63.6% | +80.1% | +31.1% |
| 3Y | +270.9% | 0.0% | +270.8% | +251.7% |
| 5Y | +289.5% | -3.4% | +292.9% | +258.8% |
| 10Y | +930.0% | +254.6% | +675.4% | +618.5% |
| All | +8,854.6% | +2,605.6% | +6,249.0% | +3,778.8% |
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