+71.3%
V vs ALNY
+30.5%
+40.8%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.5% | +0.4% | +0.8% |
| 7D | -1.2% | -6.5% | +5.3% | -0.6% |
| 30D | +3.1% | +11.0% | -8.0% | +1.9% |
| 3M | +16.3% | -14.1% | +30.4% | +17.2% |
| 6M | +20.4% | -22.4% | +42.8% | +22.4% |
| YTD | +6.3% | -37.5% | +43.7% | +10.4% |
| 1Y | +8.7% | -46.9% | +55.6% | +14.6% |
| 3Y | +53.3% | +22.1% | +31.2% | +45.9% |
| All | +71.3% | +30.5% | +40.8% | +57.3% |
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