-64.8%
AAL vs ALNY
+260.0%
-324.8%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.5% | +0.8% | +1.2% |
| 7D | -0.9% | -6.5% | +5.6% | -0.1% |
| 30D | -12.9% | +11.0% | -23.9% | -14.1% |
| 3M | -11.2% | -14.1% | +2.9% | -10.4% |
| 6M | +17.8% | -22.4% | +40.2% | +20.3% |
| YTD | -15.1% | -37.5% | +22.3% | -11.0% |
| 1Y | +0.5% | -46.9% | +47.4% | +7.3% |
| 3Y | -7.7% | +22.1% | -29.7% | -13.1% |
| 5Y | -31.3% | +31.2% | -62.5% | -37.4% |
| All | -64.8% | +260.0% | -324.8% | -72.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling