+44.9%
C vs ALNY
-40.8%
+85.7%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.9% | -0.3% |
| 7D | +3.6% | +12.2% | -8.6% | +3.1% |
| 30D | +0.1% | +16.3% | -16.3% | -0.5% |
| 3M | +2.4% | -12.4% | +14.8% | +2.9% |
| 6M | +24.9% | -18.7% | +43.6% | +27.1% |
| YTD | +19.8% | -33.1% | +52.9% | +23.8% |
| 1Y | +44.9% | -41.3% | +86.2% | +50.4% |
| All | +44.9% | -40.8% | +85.7% | +50.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling