+57.8%
SO vs ALNY
+30.5%
+27.3%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.1% | -0.7% |
| 7D | -1.1% | -6.5% | +5.5% | -0.7% |
| 30D | -5.0% | +11.0% | -16.0% | -5.6% |
| 3M | -5.8% | -14.1% | +8.3% | -5.3% |
| 6M | -7.9% | -22.4% | +14.5% | -7.1% |
| YTD | +2.4% | -37.5% | +39.9% | +4.4% |
| 1Y | -2.3% | -46.9% | +44.7% | +0.4% |
| 3Y | +41.9% | +22.1% | +19.8% | +37.9% |
| All | +57.8% | +30.5% | +27.3% | +51.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling