-24.2%
SKHY vs ALNY
-50.4%
+26.2%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.5% | +3.2% | +2.7% |
| 7D | -14.7% | -5.5% | -9.2% | -15.8% |
| 30D | -28.6% | -30.5% | +2.0% | -34.1% |
| 3M | -11.3% | -27.8% | +16.6% | -14.8% |
| All | -24.2% | -50.4% | +26.2% | -37.7% |
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 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 · Available span rolling