+912.0%
SPY vs ALNY
+3,957.5%
-3,045.6%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.1% | +3.5% | -0.1% |
| 7D | -2.0% | -6.4% | +4.4% | -1.2% |
| 30D | -1.7% | +11.9% | -13.5% | -3.0% |
| 3M | +4.7% | -15.0% | +19.7% | +5.7% |
| 6M | +12.5% | -23.2% | +35.7% | +14.7% |
| YTD | +11.7% | -37.8% | +49.5% | +16.5% |
| 1Y | +17.5% | -47.3% | +64.7% | +24.7% |
| 3Y | +76.6% | +22.9% | +53.7% | +66.1% |
| 5Y | +82.0% | +30.6% | +51.5% | +65.2% |
| 10Y | +317.1% | +254.6% | +62.5% | +208.8% |
| All | +912.0% | +3,957.5% | -3,045.6% | +425.6% |
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