+45.4%
SMR vs ALNY
+23.4%
+22.1%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | +0.5% | -16.1% | -15.8% |
| 7D | -11.2% | -6.5% | -4.7% | -9.6% |
| 30D | -10.2% | +11.0% | -21.3% | -12.9% |
| 3M | -10.0% | -14.1% | +4.0% | -9.4% |
| 6M | -30.5% | -22.4% | -8.1% | -27.2% |
| YTD | -39.2% | -37.5% | -1.8% | -30.8% |
| 1Y | -75.5% | -46.9% | -28.6% | -70.3% |
| 3Y | +45.4% | +22.1% | +23.4% | +34.0% |
| All | +45.4% | +23.4% | +22.1% | +34.0% |
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