+177.8%
SE vs ALNY
+23.4%
+154.5%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.5% | -1.8% | -1.4% |
| 7D | -5.2% | -6.5% | +1.3% | -4.3% |
| 30D | -17.1% | +11.0% | -28.1% | -18.4% |
| 3M | +24.0% | -14.1% | +38.0% | +25.2% |
| 6M | +21.0% | -22.4% | +43.4% | +23.6% |
| YTD | -16.7% | -37.5% | +20.7% | -12.8% |
| 1Y | -45.9% | -46.9% | +1.0% | -42.5% |
| 3Y | +177.8% | +22.1% | +155.8% | +181.7% |
| All | +177.8% | +23.4% | +154.5% | +181.7% |
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 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