+1,678.6%
MAR vs ALNY
+3,957.5%
-2,279.0%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.1% | +3.3% | -0.2% |
| 7D | -2.1% | -6.4% | +4.3% | -1.2% |
| 30D | -5.7% | +11.9% | -17.5% | -7.3% |
| 3M | -14.6% | -15.0% | +0.4% | -13.6% |
| 6M | +1.3% | -23.2% | +24.6% | +3.9% |
| YTD | +6.7% | -37.8% | +44.5% | +12.5% |
| 1Y | +26.4% | -47.3% | +73.7% | +36.1% |
| 3Y | +64.7% | +22.9% | +41.9% | +52.4% |
| 5Y | +153.1% | +30.6% | +122.5% | +123.6% |
| 10Y | +437.9% | +254.6% | +183.2% | +259.3% |
| All | +1,678.6% | +3,957.5% | -2,279.0% | +631.5% |
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