+227.5%
LOW vs ALNY
+260.0%
-32.5%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.4% | +0.1% |
| 7D | -3.7% | -6.5% | +2.8% | -3.0% |
| 30D | -8.9% | +11.0% | -19.9% | -10.0% |
| 3M | -10.4% | -14.1% | +3.7% | -9.6% |
| 6M | -19.4% | -22.4% | +3.0% | -17.9% |
| YTD | -17.1% | -37.5% | +20.3% | -13.8% |
| 1Y | -26.3% | -46.9% | +20.7% | -22.1% |
| 3Y | -9.9% | +22.1% | -32.0% | -14.6% |
| 5Y | +6.1% | +31.2% | -25.1% | -2.4% |
| All | +227.5% | +260.0% | -32.5% | +172.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling