+1,160.7%
ON vs ALNY
+4,129.5%
-2,968.8%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | 0.0% |
| 7D | -1.9% | -3.5% | +1.6% | -1.2% |
| 30D | -11.0% | +18.9% | -29.9% | -13.9% |
| 3M | -39.3% | -13.3% | -26.0% | -38.9% |
| 6M | +19.8% | -20.3% | +40.1% | +22.3% |
| YTD | +31.1% | -35.1% | +66.2% | +38.7% |
| 1Y | +46.0% | -46.5% | +92.5% | +59.8% |
| 3Y | -27.5% | +28.1% | -55.6% | -34.8% |
| 5Y | +56.9% | +36.1% | +20.8% | +35.1% |
| 10Y | +591.8% | +269.7% | +322.1% | +348.1% |
| All | +1,160.7% | +4,129.5% | -2,968.8% | +442.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling