+50.7%
O vs ALNY
+260.0%
-209.3%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.6% | -0.1% |
| 7D | -2.9% | -6.5% | +3.7% | -2.5% |
| 30D | -4.5% | +11.0% | -15.6% | -5.0% |
| 3M | -2.6% | -14.1% | +11.4% | -2.2% |
| 6M | -5.6% | -22.4% | +16.8% | -4.8% |
| YTD | +9.3% | -37.5% | +46.7% | +11.2% |
| 1Y | +4.3% | -46.9% | +51.2% | +7.0% |
| 3Y | +27.4% | +22.1% | +5.4% | +24.3% |
| 5Y | +17.1% | +31.2% | -14.1% | +12.7% |
| All | +50.7% | +260.0% | -209.3% | +40.9% |
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