+59.7%
TOST vs ALNY
+29.2%
+30.5%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.3% | +0.3% | -1.6% |
| 7D | -0.9% | +5.7% | -6.6% | -1.7% |
| 30D | -3.5% | +18.7% | -22.1% | -5.7% |
| 3M | +38.1% | -11.0% | +49.1% | +38.8% |
| 6M | +9.9% | -18.9% | +28.8% | +11.8% |
| YTD | -6.3% | -34.6% | +28.3% | -1.6% |
| 1Y | -18.3% | -42.8% | +24.5% | -12.7% |
| 3Y | +59.7% | +29.1% | +30.6% | +47.6% |
| All | +59.7% | +29.2% | +30.5% | +47.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling