+282.9%
SPGI vs ALNY
+260.0%
+22.9%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.4% | 0.0% |
| 7D | -7.4% | -6.5% | -0.8% | -6.8% |
| 30D | +0.4% | +11.0% | -10.7% | -0.7% |
| 3M | +5.3% | -14.1% | +19.3% | +6.1% |
| 6M | +1.7% | -22.4% | +24.1% | +3.4% |
| YTD | -16.4% | -37.5% | +21.1% | -13.3% |
| 1Y | -20.5% | -46.9% | +26.4% | -16.3% |
| 3Y | +14.2% | +22.1% | -7.8% | +8.7% |
| 5Y | +0.6% | +31.2% | -30.6% | -6.8% |
| All | +282.9% | +260.0% | +22.9% | +226.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling