+1,851.9%
TER vs ALNY
+260.0%
+1,591.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.5% | +2.1% | +2.5% |
| 7D | +6.4% | -6.5% | +12.9% | +7.3% |
| 30D | -5.7% | +11.0% | -16.7% | -7.2% |
| 3M | -0.4% | -14.1% | +13.7% | -0.1% |
| 6M | +25.8% | -22.4% | +48.2% | +28.1% |
| YTD | +96.4% | -37.5% | +133.9% | +106.3% |
| 1Y | +229.2% | -46.9% | +276.2% | +254.2% |
| 3Y | +288.1% | +22.1% | +266.0% | +256.9% |
| 5Y | +219.9% | +31.2% | +188.7% | +181.7% |
| All | +1,851.9% | +260.0% | +1,591.9% | +1,428.8% |
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