+1,613.5%
SPGI vs ALNY
+4,163.9%
-2,550.5%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.3% | -0.9% | -2.9% |
| 7D | -2.5% | +5.7% | -8.2% | -3.2% |
| 30D | +5.4% | +18.7% | -13.2% | +2.9% |
| 3M | +9.0% | -11.0% | +20.0% | +9.6% |
| 6M | +0.8% | -18.9% | +19.7% | +2.4% |
| YTD | -12.6% | -34.6% | +22.0% | -8.8% |
| 1Y | -16.1% | -42.8% | +26.7% | -11.3% |
| 3Y | +19.0% | +29.1% | -10.1% | +10.4% |
| 5Y | +5.1% | +39.6% | -34.5% | -6.7% |
| 10Y | +295.5% | +253.8% | +41.7% | +178.9% |
| All | +1,613.5% | +4,163.9% | -2,550.5% | +726.2% |
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 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