+252.8%
SPOT vs ALNY
+145.2%
+107.6%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.3% | +0.7% |
| 7D | -3.1% | -6.5% | +3.5% | -1.6% |
| 30D | +7.4% | +11.0% | -3.7% | +4.9% |
| 3M | +8.2% | -14.1% | +22.2% | +10.0% |
| 6M | +2.2% | -22.4% | +24.6% | +6.0% |
| YTD | -9.5% | -37.5% | +28.0% | -1.5% |
| 1Y | -23.8% | -46.9% | +23.1% | -14.3% |
| 3Y | +233.5% | +22.1% | +211.4% | +195.2% |
| 5Y | +112.2% | +31.2% | +81.0% | +74.3% |
| All | +252.8% | +145.2% | +107.6% | +134.3% |
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