+15.9%
ABNB vs ALNY
+99.5%
-83.7%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.1% | +2.9% | -0.5% |
| 7D | -9.5% | -6.4% | -3.1% | -8.6% |
| 30D | -9.4% | +11.9% | -21.3% | -11.0% |
| 3M | +29.9% | -15.0% | +44.9% | +31.6% |
| 6M | +26.6% | -23.2% | +49.8% | +30.2% |
| YTD | +23.5% | -37.8% | +61.3% | +31.1% |
| 1Y | +35.8% | -47.3% | +83.1% | +47.7% |
| 3Y | +15.0% | +22.9% | -7.9% | +4.7% |
| 5Y | +1.5% | +30.6% | -29.1% | -12.5% |
| All | +15.9% | +99.5% | -83.7% | -15.4% |
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 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