+204.2%
B vs ALNY
+4,163.9%
-3,959.7%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.3% | +0.8% | -1.3% |
| 7D | +2.3% | +5.7% | -3.4% | +2.0% |
| 30D | +1.4% | +18.7% | -17.3% | +0.4% |
| 3M | +12.2% | -11.0% | +23.2% | +12.4% |
| 6M | -2.1% | -18.9% | +16.8% | -1.5% |
| YTD | +2.9% | -34.6% | +37.5% | +4.8% |
| 1Y | +55.3% | -42.8% | +98.1% | +59.3% |
| 3Y | +198.7% | +29.1% | +169.6% | +190.1% |
| 5Y | +153.8% | +39.6% | +114.2% | +142.4% |
| 10Y | +193.4% | +253.8% | -60.4% | +155.4% |
| All | +204.2% | +4,163.9% | -3,959.7% | +98.4% |
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 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