+568.6%
SE vs ALNY
+123.2%
+445.4%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.8% | -3.3% | -3.8% |
| 7D | -3.6% | -3.5% | -0.1% | -2.6% |
| 30D | -5.3% | +18.9% | -24.2% | -10.3% |
| 3M | +28.1% | -13.3% | +41.4% | +30.8% |
| 6M | +20.7% | -20.3% | +40.9% | +26.1% |
| YTD | -14.8% | -35.1% | +20.3% | -5.5% |
| 1Y | -43.6% | -46.5% | +2.9% | -33.8% |
| 3Y | +184.2% | +28.1% | +156.1% | +134.9% |
| 5Y | -66.3% | +36.1% | -102.4% | -74.3% |
| All | +568.6% | +123.2% | +445.4% | +317.1% |
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 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