+43.7%
F vs ALNY
+38.0%
+5.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.8% | -3.1% | -3.8% |
| 7D | -4.9% | -3.5% | -1.4% | -4.4% |
| 30D | -2.9% | +18.9% | -21.8% | -5.1% |
| 3M | -9.1% | -13.3% | +4.3% | -8.1% |
| 6M | +12.9% | -20.3% | +33.2% | +15.2% |
| YTD | +6.1% | -35.1% | +41.2% | +11.0% |
| 1Y | +22.5% | -46.5% | +69.0% | +31.3% |
| 3Y | +32.1% | +28.1% | +4.0% | +21.3% |
| 5Y | +43.7% | +36.1% | +7.7% | +20.6% |
| All | +43.7% | +38.0% | +5.8% | +20.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling