-48.1%
TOST vs ALNY
+39.3%
-87.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.8% | -1.7% | -2.3% |
| 7D | -4.7% | -3.5% | -1.2% | -3.7% |
| 30D | -9.1% | +18.9% | -28.0% | -13.4% |
| 3M | +29.8% | -13.3% | +43.1% | +32.0% |
| 6M | +10.0% | -20.3% | +30.3% | +14.2% |
| YTD | -8.6% | -35.1% | +26.5% | +0.4% |
| 1Y | -20.7% | -46.5% | +25.8% | -8.1% |
| 3Y | +55.7% | +28.1% | +27.6% | +29.1% |
| All | -48.1% | +39.3% | -87.4% | -62.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling