+156.7%
B vs ALNY
+30.0%
+126.7%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -4.1% | +1.5% | -2.2% |
| 7D | -5.0% | -6.4% | +1.4% | -4.6% |
| 30D | +8.7% | +11.9% | -3.2% | +7.8% |
| 3M | +17.3% | -15.0% | +32.3% | +17.9% |
| 6M | -5.0% | -23.2% | +18.2% | -3.9% |
| YTD | +1.4% | -37.8% | +39.2% | +4.3% |
| 1Y | +50.5% | -47.3% | +97.8% | +56.6% |
| 3Y | +194.4% | +22.9% | +171.5% | +186.4% |
| 5Y | +156.7% | +30.6% | +126.1% | +150.4% |
| All | +156.7% | +30.0% | +126.7% | +150.4% |
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