+317.5%
TMUS vs ALNY
+260.0%
+57.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.5% | +2.4% | +2.9% |
| 7D | +0.4% | -6.5% | +7.0% | +1.0% |
| 30D | +3.5% | +11.0% | -7.5% | +2.6% |
| 3M | -1.3% | -14.1% | +12.8% | -0.6% |
| 6M | -13.6% | -22.4% | +8.8% | -12.5% |
| YTD | -8.8% | -37.5% | +28.7% | -6.0% |
| 1Y | -22.9% | -46.9% | +24.1% | -19.6% |
| 3Y | +36.7% | +22.1% | +14.7% | +31.2% |
| 5Y | +46.6% | +31.2% | +15.4% | +36.8% |
| All | +317.5% | +260.0% | +57.5% | +249.2% |
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