+170.5%
GM vs ALNY
+23.4%
+147.1%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.5% | -1.1% | -0.6% |
| 7D | -2.4% | -6.5% | +4.1% | -1.8% |
| 30D | -1.1% | +11.0% | -12.2% | -2.2% |
| 3M | +6.1% | -14.1% | +20.2% | +6.9% |
| 6M | +15.0% | -22.4% | +37.4% | +16.9% |
| YTD | +6.0% | -37.5% | +43.4% | +9.4% |
| 1Y | +47.1% | -46.9% | +94.0% | +53.6% |
| 3Y | +170.5% | +22.1% | +148.4% | +148.2% |
| All | +170.5% | +23.4% | +147.1% | +148.2% |
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