+32.6%
NET vs ALNY
-6.6%
+39.2%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.7% | -3.3% | -2.8% |
| 7D | -16.4% | -30.7% | +14.3% | -7.0% |
| 30D | -25.8% | -26.7% | +0.9% | -19.2% |
| 3M | -11.5% | -26.4% | +14.9% | -4.7% |
| 6M | +18.9% | -45.9% | +64.9% | +38.1% |
| YTD | +35.2% | -59.5% | +94.7% | +74.3% |
| 1Y | +14.5% | -62.0% | +76.4% | +50.5% |
| 3Y | +313.8% | -3.7% | +317.6% | +232.4% |
| 5Y | +32.6% | -13.2% | +45.8% | +1.4% |
| All | +32.6% | -6.6% | +39.2% | +1.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling