-85.6%
SMR vs ALNY
-62.5%
-23.1%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.7% | -5.2% | -4.5% |
| 7D | -9.5% | -30.7% | +21.2% | -8.3% |
| 30D | -33.2% | -26.7% | -6.5% | -32.6% |
| 3M | -45.9% | -26.4% | -19.5% | -45.3% |
| 6M | -57.9% | -45.9% | -11.9% | -57.5% |
| YTD | -63.8% | -59.5% | -4.3% | -56.5% |
| 1Y | -85.6% | -62.0% | -23.6% | -83.9% |
| All | -85.6% | -62.5% | -23.1% | -83.9% |
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