+69.5%
T vs ALNY
+30.5%
+39.0%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.5% | +1.5% | +2.0% |
| 7D | +1.5% | -6.5% | +8.0% | +1.7% |
| 30D | +7.5% | +11.0% | -3.6% | +7.1% |
| 3M | +14.8% | -14.1% | +28.9% | +15.1% |
| 6M | -1.7% | -22.4% | +20.6% | -1.3% |
| YTD | +8.7% | -37.5% | +46.2% | +9.8% |
| 1Y | -7.5% | -46.9% | +39.5% | -6.1% |
| 3Y | +110.2% | +22.1% | +88.2% | +107.4% |
| All | +69.5% | +30.5% | +39.0% | +64.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling