+54.8%
ON vs ALNY
-40.8%
+95.6%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.6% | +0.4% | +1.0% |
| 7D | +2.4% | +12.2% | -9.8% | +2.5% |
| 30D | -3.3% | +16.3% | -19.6% | -3.2% |
| 3M | -43.6% | -12.4% | -31.2% | -42.6% |
| 6M | +19.0% | -18.7% | +37.6% | +23.1% |
| YTD | +37.4% | -33.1% | +70.4% | +51.2% |
| 1Y | +54.8% | -41.3% | +96.1% | +78.2% |
| All | +54.8% | -40.8% | +95.6% | +78.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling