+0.5%
SPGI vs ALNY
+30.0%
-29.5%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.1% | +2.2% | -1.5% |
| 7D | -8.9% | -6.4% | -2.5% | -8.3% |
| 30D | +0.6% | +11.9% | -11.2% | -0.6% |
| 3M | +2.0% | -15.0% | +17.0% | +2.9% |
| 6M | +0.1% | -23.2% | +23.3% | +2.0% |
| YTD | -16.4% | -37.8% | +21.3% | -12.9% |
| 1Y | -18.9% | -47.3% | +28.3% | -14.1% |
| 3Y | +13.8% | +22.9% | -9.1% | +7.5% |
| 5Y | +0.5% | +30.6% | -30.1% | -8.5% |
| All | +0.5% | +30.0% | -29.5% | -8.5% |
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