-10.1%
DIS vs ALNY
-40.8%
+30.7%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.6% | -2.3% | -1.8% |
| 7D | -2.6% | +12.2% | -14.8% | -4.0% |
| 30D | +3.5% | +16.3% | -12.9% | +1.5% |
| 3M | +6.8% | -12.4% | +19.2% | +7.3% |
| 6M | +3.0% | -18.7% | +21.7% | +4.1% |
| YTD | -6.7% | -33.1% | +26.4% | -6.1% |
| 1Y | -10.1% | -41.3% | +31.2% | -10.9% |
| All | -10.1% | -40.8% | +30.7% | -10.9% |
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 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