-7.7%
AAL vs ALNY
+23.4%
-31.0%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.5% | +0.8% | +1.2% |
| 7D | -0.9% | -6.5% | +5.6% | 0.0% |
| 30D | -12.9% | +11.0% | -23.9% | -14.2% |
| 3M | -11.2% | -14.1% | +2.9% | -10.4% |
| 6M | +17.8% | -22.4% | +40.2% | +20.7% |
| YTD | -15.1% | -37.5% | +22.3% | -10.2% |
| 1Y | +0.5% | -46.9% | +47.4% | +8.7% |
| 3Y | -7.7% | +22.1% | -29.7% | -15.8% |
| All | -7.7% | +23.4% | -31.0% | -15.8% |
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