-66.5%
U vs ALNY
+30.5%
-97.0%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +0.5% | +4.0% | +4.3% |
| 7D | +5.5% | -6.5% | +12.1% | +8.1% |
| 30D | -1.3% | +11.0% | -12.3% | -5.5% |
| 3M | +64.6% | -14.1% | +78.7% | +67.4% |
| 6M | +119.4% | -22.4% | +141.8% | +130.5% |
| YTD | -0.5% | -37.5% | +37.0% | +14.1% |
| 1Y | +1.3% | -46.9% | +48.2% | +23.8% |
| 3Y | +15.6% | +22.1% | -6.4% | -11.0% |
| All | -66.5% | +30.5% | -97.0% | -77.9% |
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