+56.8%
NOK vs ALNY
+3,976.7%
-3,919.9%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.5% | +4.3% | +4.7% |
| 7D | +11.0% | -6.5% | +17.5% | +11.9% |
| 30D | +7.8% | +11.0% | -3.2% | +6.2% |
| 3M | -21.0% | -14.1% | -6.9% | -20.5% |
| 6M | +40.9% | -22.4% | +63.3% | +43.4% |
| YTD | +72.0% | -37.5% | +109.5% | +80.1% |
| 1Y | +140.9% | -46.9% | +187.8% | +157.6% |
| 3Y | +194.3% | +22.1% | +172.2% | +172.5% |
| 5Y | +112.5% | +31.2% | +81.3% | +88.4% |
| 10Y | +137.7% | +256.3% | -118.6% | +61.2% |
| All | +56.8% | +3,976.7% | -3,919.9% | -30.0% |
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 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