+306.4%
APP vs ALNY
+30.0%
+276.4%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -4.1% | +7.2% | +4.1% |
| 7D | +0.3% | -6.4% | +6.7% | +1.9% |
| 30D | -1.3% | +11.9% | -13.2% | -4.2% |
| 3M | -36.2% | -15.0% | -21.2% | -34.7% |
| 6M | -34.1% | -23.2% | -10.9% | -31.1% |
| YTD | -53.3% | -37.8% | -15.6% | -48.5% |
| 1Y | -44.5% | -47.3% | +2.7% | -36.4% |
| 3Y | +646.7% | +22.9% | +623.8% | +568.7% |
| 5Y | +306.4% | +30.6% | +275.8% | +230.7% |
| All | +306.4% | +30.0% | +276.4% | +230.7% |
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 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