+320.9%
TMUS vs ALNY
+1,237.3%
-916.4%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.3% | +2.4% | +0.4% |
| 7D | -0.3% | +5.7% | -5.9% | -1.1% |
| 30D | +3.1% | +18.7% | -15.5% | +0.6% |
| 3M | +2.4% | -11.0% | +13.4% | +3.1% |
| 6M | -17.1% | -18.9% | +1.8% | -15.7% |
| YTD | -9.1% | -34.6% | +25.5% | -4.8% |
| 1Y | -23.6% | -42.8% | +19.2% | -18.6% |
| 3Y | +38.8% | +29.1% | +9.7% | +27.2% |
| 5Y | +43.0% | +39.6% | +3.4% | +24.1% |
| 10Y | +309.1% | +253.8% | +55.3% | +165.2% |
| All | +320.9% | +1,237.3% | -916.4% | +62.5% |
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