+13.7%
SPGI vs ALNY
-2.8%
+16.5%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +5.4% | -4.3% | +0.6% |
| 7D | +1.2% | +5.8% | -4.6% | +0.7% |
| 30D | +15.9% | -26.5% | +42.4% | +18.8% |
| 3M | +12.3% | -27.3% | +39.6% | +15.0% |
| 6M | +23.7% | -43.4% | +67.1% | +29.2% |
| YTD | -3.5% | -58.5% | +54.9% | +4.1% |
| 1Y | +0.4% | -63.6% | +64.1% | +10.0% |
| 3Y | +29.9% | 0.0% | +29.9% | +24.1% |
| All | +13.7% | -2.8% | +16.5% | +5.2% |
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