-29.4%
AAL vs ALNY
+2,039.2%
-2,068.6%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.1% | +3.4% | +0.2% |
| 7D | -0.9% | -6.4% | +5.5% | +0.5% |
| 30D | -16.0% | +11.9% | -27.9% | -18.1% |
| 3M | -4.2% | -15.0% | +10.8% | -2.6% |
| 6M | +15.7% | -23.2% | +38.9% | +20.0% |
| YTD | -16.2% | -37.8% | +21.6% | -9.1% |
| 1Y | +0.2% | -47.3% | +47.5% | +12.4% |
| 3Y | -8.1% | +22.9% | -31.0% | -18.1% |
| 5Y | -32.2% | +30.6% | -62.8% | -43.2% |
| 10Y | -65.4% | +254.6% | -320.0% | -81.7% |
| All | -29.4% | +2,039.2% | -2,068.6% | -83.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling