+719.6%
SO vs ALNY
+4,163.9%
-3,444.4%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.3% | +3.3% | +1.1% |
| 7D | +1.0% | +5.7% | -4.7% | +0.8% |
| 30D | -3.2% | +18.7% | -21.9% | -4.0% |
| 3M | -1.7% | -11.0% | +9.3% | -1.5% |
| 6M | -7.2% | -18.9% | +11.7% | -6.7% |
| YTD | +4.6% | -34.6% | +39.2% | +6.1% |
| 1Y | +1.2% | -42.8% | +44.0% | +3.2% |
| 3Y | +45.3% | +29.1% | +16.1% | +41.6% |
| 5Y | +58.7% | +39.6% | +19.1% | +52.5% |
| 10Y | +155.9% | +253.8% | -97.9% | +128.9% |
| All | +719.6% | +4,163.9% | -3,444.4% | +519.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling