-41.3%
ALNY vs ALB
+60.9%
-102.3%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.4% | +5.1% | +0.6% |
| 7D | +12.2% | -8.1% | +20.3% | +12.3% |
| 30D | +16.3% | +6.3% | +10.1% | +16.4% |
| 3M | -12.4% | -23.6% | +11.2% | -11.1% |
| 6M | -18.7% | -24.6% | +5.9% | -17.6% |
| YTD | -33.1% | -10.3% | -22.8% | -31.9% |
| 1Y | -41.3% | +61.5% | -102.8% | -34.5% |
| All | -41.3% | +60.9% | -102.3% | -34.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 1y: compounded portfolio wealth divided by compounded ALB 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…
1y analysis · Full analysis span regression · 6 months rolling