+464.8%
DIS vs ALNY
+4,163.9%
-3,699.1%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.3% | +2.0% | 0.0% |
| 7D | -1.1% | +5.7% | -6.8% | -1.8% |
| 30D | +0.1% | +18.7% | -18.5% | -1.9% |
| 3M | +7.1% | -11.0% | +18.0% | +7.7% |
| 6M | +4.3% | -18.9% | +23.1% | +5.9% |
| YTD | -6.9% | -34.6% | +27.6% | -3.2% |
| 1Y | -10.3% | -42.8% | +32.5% | -5.5% |
| 3Y | +32.8% | +29.1% | +3.7% | +24.3% |
| 5Y | -41.5% | +39.6% | -81.1% | -47.0% |
| 10Y | +21.2% | +253.8% | -232.6% | -10.2% |
| All | +464.8% | +4,163.9% | -3,699.1% | +171.8% |
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