-32.6%
AAL vs ALNY
+30.5%
-63.1%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.5% | +0.8% | +1.2% |
| 7D | -0.9% | -6.5% | +5.6% | +0.3% |
| 30D | -12.9% | +11.0% | -23.9% | -14.6% |
| 3M | -11.2% | -14.1% | +2.9% | -10.1% |
| 6M | +17.8% | -22.4% | +40.2% | +21.4% |
| YTD | -15.1% | -37.5% | +22.3% | -9.0% |
| 1Y | +0.5% | -46.9% | +47.4% | +10.8% |
| 3Y | -7.7% | +22.1% | -29.7% | -16.7% |
| All | -32.6% | +30.5% | -63.1% | -43.1% |
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