+133.5%
C vs ALNY
+30.5%
+103.0%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.2% | +0.2% |
| 7D | +0.8% | -6.5% | +7.3% | +1.5% |
| 30D | +0.9% | +11.0% | -10.1% | -0.3% |
| 3M | +1.1% | -14.1% | +15.1% | +1.7% |
| 6M | +28.4% | -22.4% | +50.8% | +30.7% |
| YTD | +20.8% | -37.5% | +58.2% | +26.1% |
| 1Y | +43.4% | -46.9% | +90.4% | +52.4% |
| 3Y | +274.9% | +22.1% | +252.8% | +253.2% |
| All | +133.5% | +30.5% | +103.0% | +108.9% |
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