+1,742.0%
TER vs ALNY
+4,163.9%
-2,422.0%
-86.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -2.3% | +6.5% | +4.6% |
| 7D | +11.0% | +5.7% | +5.3% | +9.8% |
| 30D | -1.9% | +18.7% | -20.5% | -5.0% |
| 3M | -0.7% | -11.0% | +10.3% | -1.0% |
| 6M | +36.4% | -18.9% | +55.3% | +38.1% |
| YTD | +92.4% | -34.6% | +127.0% | +102.2% |
| 1Y | +213.5% | -42.8% | +256.4% | +236.8% |
| 3Y | +277.2% | +29.1% | +248.1% | +237.0% |
| 5Y | +219.1% | +39.6% | +179.5% | +169.7% |
| 10Y | +1,744.2% | +253.8% | +1,490.5% | +1,057.4% |
| All | +1,742.0% | +4,163.9% | -2,422.0% | +544.7% |
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