+113.3%
F vs ALNY
+4,262.5%
-4,149.1%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.6% | +0.8% | +1.4% |
| 7D | +5.3% | +12.2% | -6.9% | +3.7% |
| 30D | +4.6% | +16.3% | -11.8% | +2.5% |
| 3M | -3.7% | -12.4% | +8.7% | -2.8% |
| 6M | +16.8% | -18.7% | +35.5% | +18.9% |
| YTD | +15.3% | -33.1% | +48.4% | +20.2% |
| 1Y | +31.0% | -41.3% | +72.3% | +38.6% |
| 3Y | +45.4% | +32.3% | +13.2% | +34.4% |
| 5Y | +54.7% | +34.8% | +19.9% | +38.2% |
| 10Y | +98.2% | +284.7% | -186.5% | +37.6% |
| All | +113.3% | +4,262.5% | -4,149.1% | -1.7% |
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