+72.7%
NEM vs ALNY
-40.8%
+113.5%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.6% | -2.4% | -1.8% |
| 7D | +0.3% | +12.2% | -11.9% | -0.3% |
| 30D | +23.1% | +16.3% | +6.7% | +22.1% |
| 3M | +18.5% | -12.4% | +30.8% | +18.7% |
| 6M | +7.8% | -18.7% | +26.5% | +9.6% |
| YTD | +29.1% | -33.1% | +62.2% | +34.8% |
| 1Y | +72.7% | -41.3% | +114.0% | +87.0% |
| All | +72.7% | -40.8% | +113.5% | +87.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling