+13,271.7%
GOOGL vs ALNY
+5,951.6%
+7,320.1%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.1% | +4.7% | +1.1% |
| 7D | -2.8% | -6.4% | +3.6% | -2.0% |
| 30D | -3.2% | +11.9% | -15.1% | -4.8% |
| 3M | -6.6% | -15.0% | +8.4% | -5.5% |
| 6M | +8.5% | -23.2% | +31.7% | +11.1% |
| YTD | +6.5% | -37.8% | +44.2% | +12.0% |
| 1Y | +39.4% | -47.3% | +86.7% | +49.7% |
| 3Y | +146.2% | +22.9% | +123.3% | +129.5% |
| 5Y | +138.3% | +30.6% | +107.8% | +113.8% |
| 10Y | +751.7% | +254.6% | +497.0% | +511.9% |
| All | +13,271.7% | +5,951.6% | +7,320.1% | +7,520.9% |
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