+15.6%
U vs ALNY
+23.4%
-7.7%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +0.5% | +4.0% | +4.4% |
| 7D | +5.5% | -6.5% | +12.1% | +6.8% |
| 30D | -1.3% | +11.0% | -12.3% | -3.4% |
| 3M | +64.6% | -14.1% | +78.7% | +66.3% |
| 6M | +119.4% | -22.4% | +141.8% | +126.2% |
| YTD | -0.5% | -37.5% | +37.0% | +8.5% |
| 1Y | +1.3% | -46.9% | +48.2% | +15.0% |
| 3Y | +15.6% | +22.1% | -6.4% | -2.4% |
| All | +15.6% | +23.4% | -7.7% | -2.4% |
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