+383.1%
NEM vs ALNY
+3,957.5%
-3,574.5%
-76.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.1% | +2.1% | -1.7% |
| 7D | -3.3% | -6.4% | +3.1% | -2.9% |
| 30D | +7.8% | +11.9% | -4.1% | +7.0% |
| 3M | +36.3% | -15.0% | +51.3% | +36.9% |
| 6M | +6.6% | -23.2% | +29.8% | +7.7% |
| YTD | +27.1% | -37.8% | +64.9% | +30.3% |
| 1Y | +62.3% | -47.3% | +109.6% | +68.0% |
| 3Y | +245.1% | +22.9% | +222.2% | +234.6% |
| 5Y | +154.0% | +30.6% | +123.4% | +141.7% |
| 10Y | +311.0% | +254.6% | +56.3% | +248.2% |
| All | +383.1% | +3,957.5% | -3,574.5% | +217.1% |
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