+9,360.7%
APH vs ALNY
+4,262.5%
+5,098.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.6% | +0.3% | +0.8% |
| 7D | +5.0% | +12.2% | -7.3% | +3.2% |
| 30D | -3.9% | +16.3% | -20.2% | -6.1% |
| 3M | +13.0% | -12.4% | +25.3% | +13.5% |
| 6M | +25.2% | -18.7% | +43.8% | +27.0% |
| YTD | +22.9% | -33.1% | +56.0% | +28.1% |
| 1Y | +47.8% | -41.3% | +89.2% | +56.8% |
| 3Y | +283.0% | +32.3% | +250.7% | +251.8% |
| 5Y | +349.7% | +34.8% | +314.9% | +297.4% |
| 10Y | +1,061.2% | +284.7% | +776.5% | +682.2% |
| All | +9,360.7% | +4,262.5% | +5,098.3% | +3,764.7% |
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