+236.1%
ALNY vs ALB
+78.3%
+157.8%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.4% | +3.9% | +1.0% |
| 7D | -6.5% | -6.6% | +0.1% | -5.5% |
| 30D | +11.0% | -8.1% | +19.2% | +12.5% |
| 3M | -14.1% | -25.7% | +11.6% | -10.2% |
| 6M | -22.4% | -29.5% | +7.1% | -18.9% |
| YTD | -37.5% | -16.2% | -21.3% | -37.0% |
| 1Y | -46.9% | +59.2% | -106.2% | -53.1% |
| 3Y | +22.1% | -33.7% | +55.8% | +20.6% |
| 5Y | +31.2% | -48.1% | +79.3% | +31.4% |
| All | +236.1% | +78.3% | +157.8% | +172.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling