+18.4%
U vs ALNY
-62.5%
+80.9%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.7% | +4.1% | +4.9% |
| 7D | +7.5% | -30.7% | +38.2% | +6.6% |
| 30D | -7.0% | -26.7% | +19.7% | -7.6% |
| 3M | +20.6% | -26.4% | +47.0% | +19.4% |
| 6M | +53.2% | -45.9% | +99.1% | +50.5% |
| YTD | -3.9% | -59.5% | +55.6% | -4.9% |
| 1Y | +18.4% | -62.0% | +80.3% | +12.8% |
| All | +18.4% | -62.5% | +80.9% | +12.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling