-51.3%
C vs ALNY
+4,163.9%
-4,215.2%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.3% | +1.5% | -0.3% |
| 7D | +3.2% | +5.7% | -2.5% | +2.0% |
| 30D | +1.3% | +18.7% | -17.4% | -2.1% |
| 3M | +3.1% | -11.0% | +14.1% | +3.6% |
| 6M | +29.6% | -18.9% | +48.5% | +32.3% |
| YTD | +19.0% | -34.6% | +53.5% | +26.4% |
| 1Y | +45.6% | -42.8% | +88.5% | +58.3% |
| 3Y | +269.3% | +29.1% | +240.1% | +229.0% |
| 5Y | +131.6% | +39.6% | +92.0% | +92.4% |
| 10Y | +286.5% | +253.8% | +32.8% | +119.0% |
| All | -51.3% | +4,163.9% | -4,215.2% | -85.0% |
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