-40.9%
SE vs ALNY
-40.8%
-0.1%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.6% | -1.5% | -1.0% |
| 7D | -6.1% | +12.2% | -18.3% | -8.6% |
| 30D | -2.5% | +16.3% | -18.8% | -5.9% |
| 3M | +21.7% | -12.4% | +34.1% | +22.6% |
| 6M | +27.0% | -18.7% | +45.7% | +29.5% |
| YTD | -12.1% | -33.1% | +20.9% | -6.7% |
| 1Y | -40.9% | -41.3% | +0.4% | -35.1% |
| All | -40.9% | -40.8% | -0.1% | -35.1% |
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