+272.2%
GE vs ALNY
+4,129.5%
-3,857.3%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.8% | -2.0% | -2.7% |
| 7D | -1.2% | -3.5% | +2.3% | -0.8% |
| 30D | -11.3% | +18.9% | -30.2% | -13.2% |
| 3M | -1.4% | -13.3% | +11.9% | -0.7% |
| 6M | +1.2% | -20.3% | +21.5% | +3.0% |
| YTD | +5.9% | -35.1% | +41.1% | +10.4% |
| 1Y | +18.4% | -46.5% | +64.9% | +26.1% |
| 3Y | +271.0% | +28.1% | +242.9% | +247.0% |
| 5Y | +417.9% | +36.1% | +381.9% | +365.6% |
| 10Y | +152.0% | +269.7% | -117.7% | +81.7% |
| All | +272.2% | +4,129.5% | -3,857.3% | +87.0% |
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