+4,342.9%
ASX vs ALNY
+2,605.6%
+1,737.3%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +5.4% | -7.4% | -2.7% |
| 7D | +12.4% | +5.8% | +6.6% | +11.6% |
| 30D | -19.8% | -26.5% | +6.7% | -17.1% |
| 3M | -10.3% | -27.3% | +17.0% | -7.5% |
| 6M | +1.2% | -43.4% | +44.6% | +6.3% |
| YTD | +123.0% | -58.5% | +181.5% | +143.3% |
| 1Y | +145.4% | -63.6% | +209.1% | +172.3% |
| 3Y | +368.6% | 0.0% | +368.6% | +341.0% |
| 5Y | +486.0% | -3.4% | +489.4% | +438.6% |
| 10Y | +941.0% | +254.6% | +686.4% | +645.1% |
| All | +4,342.9% | +2,605.6% | +1,737.3% | +1,951.1% |
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