+58.9%
DIA vs ALNY
+23.4%
+35.5%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.5% | +0.5% | +0.9% |
| 7D | -1.6% | -6.5% | +5.0% | -1.1% |
| 30D | -2.0% | +11.0% | -13.1% | -2.8% |
| 3M | +3.6% | -14.1% | +17.7% | +4.2% |
| 6M | +11.5% | -22.4% | +33.9% | +12.9% |
| YTD | +10.4% | -37.5% | +47.8% | +13.6% |
| 1Y | +15.6% | -46.9% | +62.5% | +20.5% |
| 3Y | +58.9% | +22.1% | +36.8% | +51.0% |
| All | +58.9% | +23.4% | +35.5% | +51.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling