+1,769.9%
SPGI vs ALNY
+2,468.0%
-698.1%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.0% | +0.6% | -1.1% |
| 7D | -0.8% | 0.0% | -0.8% | -0.9% |
| 30D | +14.3% | -30.0% | +44.3% | +18.8% |
| 3M | +14.5% | -30.1% | +44.6% | +18.7% |
| 6M | +17.3% | -46.4% | +63.6% | +24.8% |
| YTD | -4.6% | -60.6% | +56.0% | +5.3% |
| 1Y | +0.8% | -65.4% | +66.2% | +13.1% |
| 3Y | +28.8% | -3.2% | +32.0% | +23.1% |
| 5Y | +14.0% | -8.3% | +22.3% | +6.4% |
| 10Y | +332.5% | +236.6% | +95.9% | +213.0% |
| All | +1,769.9% | +2,468.0% | -698.1% | +854.7% |
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