+934.0%
BE vs ALNY
+140.4%
+793.5%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -4.1% | +0.1% | -3.0% |
| 7D | +9.7% | -6.4% | +16.2% | +11.5% |
| 30D | +22.4% | +11.9% | +10.5% | +18.8% |
| 3M | +10.4% | -15.0% | +25.4% | +10.7% |
| 6M | +67.9% | -23.2% | +91.1% | +73.6% |
| YTD | +197.5% | -37.8% | +235.2% | +225.6% |
| 1Y | +310.6% | -47.3% | +357.8% | +373.2% |
| 3Y | +1,657.2% | +22.9% | +1,634.4% | +1,356.4% |
| 5Y | +1,218.2% | +30.6% | +1,187.6% | +906.3% |
| All | +934.0% | +140.4% | +793.5% | +522.4% |
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