-44.5%
TOST vs ALNY
-10.9%
-33.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +5.4% | -1.9% | +2.1% |
| 7D | 0.0% | +5.8% | -5.8% | -1.5% |
| 30D | +16.2% | -26.5% | +42.7% | +24.2% |
| 3M | -1.5% | -27.3% | +25.8% | +5.2% |
| 6M | +55.3% | -43.4% | +98.7% | +73.7% |
| YTD | -2.3% | -58.5% | +56.2% | +18.8% |
| 1Y | -5.5% | -63.6% | +58.1% | +19.4% |
| 3Y | +151.1% | 0.0% | +151.1% | +113.8% |
| 5Y | -27.9% | -3.4% | -24.5% | -41.3% |
| All | -44.5% | -10.9% | -33.6% | -55.3% |
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 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