+502.0%
FIX vs ALNY
-3.3%
+505.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.0% | -0.9% | -2.7% |
| 7D | +16.9% | 0.0% | +16.9% | +16.9% |
| 30D | -30.6% | -30.0% | -0.6% | -28.8% |
| 3M | -35.1% | -30.1% | -5.0% | -33.5% |
| 6M | -44.0% | -46.4% | +2.4% | -41.9% |
| YTD | +21.0% | -60.6% | +81.7% | +31.8% |
| 1Y | +16.2% | -65.4% | +81.6% | +29.0% |
| All | +502.0% | -3.3% | +505.2% | +510.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling