+6,182.4%
FIX vs ALNY
+258.3%
+5,924.1%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.1% | +2.6% | -1.1% |
| 7D | +0.7% | -6.4% | +7.1% | +1.3% |
| 30D | -5.7% | +11.9% | -17.6% | -6.9% |
| 3M | -7.4% | -15.0% | +7.6% | -7.0% |
| 6M | +15.1% | -23.2% | +38.3% | +16.9% |
| YTD | +70.7% | -37.8% | +108.5% | +77.3% |
| 1Y | +111.9% | -47.3% | +159.2% | +124.1% |
| 3Y | +759.5% | +22.9% | +736.6% | +717.3% |
| 5Y | +2,164.4% | +30.6% | +2,133.8% | +1,985.1% |
| All | +6,182.4% | +258.3% | +5,924.1% | +4,849.5% |
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