+324.9%
EXC vs ALNY
+4,163.9%
-3,839.0%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.3% | +3.0% | +0.9% |
| 7D | +1.2% | +5.7% | -4.5% | +0.8% |
| 30D | -2.7% | +18.7% | -21.4% | -3.9% |
| 3M | -1.0% | -11.0% | +10.0% | -0.6% |
| 6M | -9.3% | -18.9% | +9.6% | -8.5% |
| YTD | +3.6% | -34.6% | +38.2% | +5.9% |
| 1Y | +5.9% | -42.8% | +48.8% | +9.1% |
| 3Y | +21.3% | +29.1% | -7.8% | +16.6% |
| 5Y | +46.2% | +39.6% | +6.6% | +37.2% |
| 10Y | +151.5% | +253.8% | -102.3% | +108.6% |
| All | +324.9% | +4,163.9% | -3,839.0% | +176.4% |
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