+27.2%
F vs ALNY
-48.3%
+75.5%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -4.1% | +7.3% | +3.6% |
| 7D | -3.7% | -6.4% | +2.7% | -3.0% |
| 30D | -0.7% | +11.9% | -12.6% | -1.8% |
| 3M | -1.9% | -15.0% | +13.1% | -1.2% |
| 6M | +16.1% | -23.2% | +39.3% | +18.1% |
| YTD | +9.5% | -37.8% | +47.2% | +9.9% |
| 1Y | +27.2% | -47.3% | +74.5% | +26.3% |
| All | +27.2% | -48.3% | +75.5% | +26.3% |
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 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