+59.8%
ON vs ALNY
+30.5%
+29.3%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +0.5% | +8.0% | +8.4% |
| 7D | +2.4% | -6.5% | +8.9% | +3.7% |
| 30D | -8.6% | +11.0% | -19.7% | -10.6% |
| 3M | -34.3% | -14.1% | -20.3% | -33.7% |
| 6M | +28.5% | -22.4% | +50.9% | +32.4% |
| YTD | +40.6% | -37.5% | +78.1% | +51.7% |
| 1Y | +55.3% | -46.9% | +102.3% | +73.5% |
| 3Y | -22.2% | +22.1% | -44.3% | -31.3% |
| All | +59.8% | +30.5% | +29.3% | +22.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling