+67.3%
F vs ALNY
+246.1%
-178.7%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +5.4% | -5.3% | -0.5% |
| 7D | -3.1% | +5.8% | -8.9% | -3.8% |
| 30D | 0.0% | -26.5% | +26.5% | +2.9% |
| 3M | -13.2% | -27.3% | +14.1% | -10.7% |
| 6M | -10.2% | -43.4% | +33.2% | -5.6% |
| YTD | -4.9% | -58.5% | +53.6% | +3.4% |
| 1Y | -6.1% | -63.6% | +57.6% | +3.6% |
| 3Y | +46.0% | 0.0% | +45.9% | +39.4% |
| 5Y | -15.7% | -3.4% | -12.3% | -20.9% |
| All | +67.3% | +246.1% | -178.7% | +27.8% |
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 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