-67.1%
SE vs ALNY
+30.5%
-97.6%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.5% | -1.8% | -1.5% |
| 7D | -5.2% | -6.5% | +1.3% | -3.5% |
| 30D | -17.1% | +11.0% | -28.1% | -19.6% |
| 3M | +24.0% | -14.1% | +38.0% | +26.6% |
| 6M | +21.0% | -22.4% | +43.4% | +26.7% |
| YTD | -16.7% | -37.5% | +20.7% | -7.7% |
| 1Y | -45.9% | -46.9% | +1.0% | -37.5% |
| 3Y | +177.8% | +22.1% | +155.8% | +137.5% |
| All | -67.1% | +30.5% | -97.6% | -76.2% |
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 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