+560.5%
T vs ALNY
+4,129.5%
-3,569.0%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.8% | -1.0% | -1.7% |
| 7D | -3.1% | -3.5% | +0.4% | -2.9% |
| 30D | +4.6% | +18.9% | -14.3% | +3.4% |
| 3M | +12.2% | -13.3% | +25.6% | +12.8% |
| 6M | -6.5% | -20.3% | +13.8% | -5.6% |
| YTD | +4.9% | -35.1% | +40.0% | +7.1% |
| 1Y | -10.5% | -46.5% | +36.0% | -7.5% |
| 3Y | +104.6% | +28.1% | +76.5% | +96.9% |
| 5Y | +64.2% | +36.1% | +28.1% | +54.4% |
| 10Y | +68.4% | +269.7% | -201.2% | +39.1% |
| All | +560.5% | +4,129.5% | -3,569.0% | +332.3% |
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