+107.8%
META vs ALNY
+29.2%
+78.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.3% | +1.7% | -0.1% |
| 7D | +6.0% | +5.7% | +0.4% | +4.8% |
| 30D | +3.6% | +18.7% | -15.0% | 0.0% |
| 3M | +4.9% | -11.0% | +15.9% | +5.9% |
| 6M | -4.7% | -18.9% | +14.2% | -2.2% |
| YTD | -6.9% | -34.6% | +27.7% | -0.7% |
| 1Y | -18.2% | -42.8% | +24.7% | -10.4% |
| 3Y | +107.8% | +29.1% | +78.6% | +96.9% |
| All | +107.8% | +29.2% | +78.5% | +96.9% |
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 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