+1.3%
SPGI vs ALNY
-62.9%
+64.2%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.7% | +0.8% | -1.9% |
| 7D | +2.6% | -10.0% | +12.5% | +2.8% |
| 30D | +19.3% | -30.0% | +49.3% | +20.0% |
| 3M | +15.5% | -31.5% | +47.0% | +16.2% |
| 6M | +18.3% | -48.0% | +66.3% | +20.2% |
| YTD | -3.8% | -60.6% | +56.8% | -1.4% |
| 1Y | +1.3% | -63.9% | +65.3% | +4.9% |
| All | +1.3% | -62.9% | +64.2% | +4.9% |
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