+19,627.6%
FIX vs ALNY
+2,605.6%
+17,022.0%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +5.4% | -6.7% | -2.1% |
| 7D | +9.4% | +5.8% | +3.6% | +8.5% |
| 30D | -27.8% | -26.5% | -1.3% | -25.0% |
| 3M | -35.6% | -27.3% | -8.2% | -33.2% |
| 6M | -45.2% | -43.4% | -1.8% | -42.1% |
| YTD | +19.5% | -58.5% | +78.0% | +32.1% |
| 1Y | +24.2% | -63.6% | +87.9% | +39.9% |
| 3Y | +494.2% | 0.0% | +494.1% | +463.9% |
| 5Y | +1,036.1% | -3.4% | +1,039.6% | +943.5% |
| 10Y | +3,599.0% | +254.6% | +3,344.4% | +2,425.5% |
| All | +19,627.6% | +2,605.6% | +17,022.0% | +8,677.3% |
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 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