+1,258.4%
NET vs ALNY
+88.4%
+1,170.0%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -2.7% | -5.5% | -7.3% |
| 7D | -21.2% | -10.0% | -11.2% | -18.1% |
| 30D | -31.1% | -30.0% | -1.1% | -23.2% |
| 3M | -16.5% | -31.5% | +15.0% | -7.1% |
| 6M | 0.0% | -48.0% | +48.0% | +18.9% |
| YTD | +24.0% | -60.6% | +84.6% | +63.2% |
| 1Y | +7.0% | -63.9% | +71.0% | +45.3% |
| 3Y | +279.6% | -6.4% | +285.9% | +213.5% |
| 5Y | +24.0% | -16.3% | +40.3% | +3.4% |
| All | +1,258.4% | +88.4% | +1,170.0% | +708.8% |
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