+639.0%
SAP vs ALNY
+4,163.9%
-3,524.9%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.3% | +0.6% | -1.4% |
| 7D | -0.3% | +5.7% | -5.9% | -1.0% |
| 30D | +2.6% | +18.7% | -16.1% | +0.4% |
| 3M | +16.3% | -11.0% | +27.2% | +17.0% |
| 6M | +6.4% | -18.9% | +25.3% | +8.0% |
| YTD | -11.4% | -34.6% | +23.2% | -8.0% |
| 1Y | -20.4% | -42.8% | +22.4% | -16.1% |
| 3Y | +56.5% | +29.1% | +27.4% | +46.3% |
| 5Y | +56.8% | +39.6% | +17.2% | +41.0% |
| 10Y | +176.2% | +253.8% | -77.6% | +102.6% |
| All | +639.0% | +4,163.9% | -3,524.9% | +252.2% |
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 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