+1,449.6%
NET vs ALNY
+220.1%
+1,229.5%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.6% | -2.6% | -2.2% |
| 7D | -7.0% | +12.2% | -19.2% | -11.1% |
| 30D | -4.8% | +16.3% | -21.1% | -10.4% |
| 3M | +3.8% | -12.4% | +16.2% | +5.0% |
| 6M | +50.0% | -18.7% | +68.7% | +55.0% |
| YTD | +41.5% | -33.1% | +74.6% | +57.4% |
| 1Y | +32.8% | -41.3% | +74.2% | +54.7% |
| 3Y | +335.9% | +32.3% | +303.6% | +231.1% |
| 5Y | +113.8% | +34.8% | +79.1% | +52.5% |
| All | +1,449.6% | +220.1% | +1,229.5% | +680.2% |
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