+70.3%
T vs ALNY
+260.0%
-189.7%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.5% | +1.5% | +2.0% |
| 7D | +1.5% | -6.5% | +8.0% | +1.8% |
| 30D | +7.5% | +11.0% | -3.6% | +7.0% |
| 3M | +14.8% | -14.1% | +28.9% | +15.2% |
| 6M | -1.7% | -22.4% | +20.6% | -1.1% |
| YTD | +8.7% | -37.5% | +46.2% | +10.3% |
| 1Y | -7.5% | -46.9% | +39.5% | -5.5% |
| 3Y | +110.2% | +22.1% | +88.2% | +105.7% |
| 5Y | +71.6% | +31.2% | +40.5% | +65.6% |
| All | +70.3% | +260.0% | -189.7% | +56.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling