+514.0%
NOW vs ALNY
+246.1%
+267.9%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +5.4% | -3.8% | +0.5% |
| 7D | +0.3% | +5.8% | -5.6% | -0.9% |
| 30D | -27.0% | -26.5% | -0.5% | -21.4% |
| 3M | -19.6% | -27.3% | +7.7% | -13.8% |
| 6M | +17.5% | -43.4% | +60.8% | +30.5% |
| YTD | -33.3% | -58.5% | +25.2% | -21.7% |
| 1Y | -39.8% | -63.6% | +23.8% | -27.7% |
| 3Y | -19.9% | 0.0% | -19.9% | -24.6% |
| 5Y | -26.1% | -3.4% | -22.6% | -32.4% |
| All | +514.0% | +246.1% | +267.9% | +356.0% |
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 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