+201.4%
B vs ALNY
+260.0%
-58.6%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | 0.0% | +0.5% |
| 7D | -2.4% | -6.5% | +4.2% | -2.1% |
| 30D | +6.3% | +11.0% | -4.7% | +5.9% |
| 3M | +12.1% | -14.1% | +26.2% | +12.4% |
| 6M | -3.1% | -22.4% | +19.3% | -2.5% |
| YTD | +2.0% | -37.5% | +39.4% | +3.4% |
| 1Y | +51.7% | -46.9% | +98.6% | +54.7% |
| 3Y | +190.5% | +22.1% | +168.4% | +186.7% |
| 5Y | +158.0% | +31.2% | +126.8% | +153.7% |
| All | +201.4% | +260.0% | -58.6% | +210.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling