+42.8%
SO vs ALNY
+22.8%
+20.0%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.1% | +3.4% | -0.5% |
| 7D | -1.1% | -6.4% | +5.3% | -0.9% |
| 30D | -3.7% | +11.9% | -15.6% | -4.3% |
| 3M | -5.9% | -15.0% | +9.1% | -5.4% |
| 6M | -7.3% | -23.2% | +15.9% | -6.5% |
| YTD | +3.1% | -37.8% | +40.9% | +4.8% |
| 1Y | -1.0% | -47.3% | +46.3% | +1.4% |
| All | +42.8% | +22.8% | +20.0% | +32.6% |
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