+96.6%
AGG vs ALNY
+3,976.7%
-3,880.1%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.5% | -0.1% |
| 7D | -1.1% | -6.5% | +5.5% | -1.1% |
| 30D | -1.1% | +11.0% | -12.2% | -1.1% |
| 3M | -1.9% | -14.1% | +12.1% | -1.9% |
| 6M | -1.7% | -22.4% | +20.7% | -1.7% |
| YTD | -1.3% | -37.5% | +36.2% | -1.3% |
| 1Y | -0.7% | -46.9% | +46.2% | -0.8% |
| 3Y | +12.5% | +22.1% | -9.6% | +12.5% |
| 5Y | -2.5% | +31.2% | -33.7% | -2.3% |
| 10Y | +14.2% | +256.3% | -242.1% | +15.6% |
| All | +96.6% | +3,976.7% | -3,880.1% | +102.8% |
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 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