-22.2%
ON vs ALNY
+23.4%
-45.6%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +0.5% | +8.0% | +8.5% |
| 7D | +2.4% | -6.5% | +8.9% | +3.1% |
| 30D | -8.6% | +11.0% | -19.7% | -9.7% |
| 3M | -34.3% | -14.1% | -20.3% | -33.8% |
| 6M | +28.5% | -22.4% | +50.9% | +31.5% |
| YTD | +40.6% | -37.5% | +78.1% | +49.2% |
| 1Y | +55.3% | -46.9% | +102.3% | +69.1% |
| 3Y | -22.2% | +22.1% | -44.3% | -30.8% |
| All | -22.2% | +23.4% | -45.6% | -30.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling