-46.9%
ALNY vs ALB
+66.4%
-113.3%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.4% | +3.9% | +0.6% |
| 7D | -6.5% | -6.6% | +0.1% | -6.4% |
| 30D | +11.0% | -8.1% | +19.2% | +11.3% |
| 3M | -14.1% | -25.7% | +11.6% | -12.3% |
| 6M | -22.4% | -29.5% | +7.1% | -20.9% |
| YTD | -37.5% | -16.2% | -21.3% | -36.9% |
| 1Y | -46.9% | +59.2% | -106.2% | -45.3% |
| All | -46.9% | +66.4% | -113.3% | -45.3% |
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