+3.7%
U vs ALNY
-40.8%
+44.5%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.6% | -1.6% | -1.0% |
| 7D | -3.8% | +12.2% | -16.0% | -3.7% |
| 30D | +17.5% | +16.3% | +1.1% | +17.5% |
| 3M | +38.7% | -12.4% | +51.1% | +38.7% |
| 6M | +104.4% | -18.7% | +123.1% | +104.8% |
| YTD | -5.7% | -33.1% | +27.4% | -3.4% |
| 1Y | +3.7% | -41.3% | +45.0% | +6.3% |
| All | +3.7% | -40.8% | +44.5% | +6.3% |
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 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