-12.1%
DOW vs ALNY
+180.6%
-192.7%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.5% | -2.5% | -2.1% |
| 7D | -1.4% | -6.5% | +5.2% | -0.7% |
| 30D | -3.9% | +11.0% | -15.0% | -5.2% |
| 3M | -12.7% | -14.1% | +1.4% | -12.0% |
| 6M | -13.7% | -22.4% | +8.7% | -12.1% |
| YTD | +28.4% | -37.5% | +65.8% | +34.1% |
| 1Y | +21.8% | -46.9% | +68.7% | +29.6% |
| 3Y | -35.7% | +22.1% | -57.8% | -40.0% |
| 5Y | -36.8% | +31.2% | -68.0% | -43.3% |
| All | -12.1% | +180.6% | -192.7% | -42.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling