+766.8%
FIX vs ALNY
+28.0%
+738.8%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.8% | -1.2% | -2.0% |
| 7D | +3.5% | -3.5% | +7.0% | +3.8% |
| 30D | -3.5% | +18.9% | -22.4% | -4.8% |
| 3M | -11.8% | -13.3% | +1.6% | -11.4% |
| 6M | +17.8% | -20.3% | +38.1% | +19.8% |
| YTD | +73.3% | -35.1% | +108.4% | +81.3% |
| 1Y | +128.1% | -46.5% | +174.6% | +145.0% |
| All | +766.8% | +28.0% | +738.8% | +742.3% |
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 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