0.0%
ALNY vs ALB
-14.4%
+14.5%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -1.4% | +6.7% | +5.5% |
| 7D | +5.8% | -5.8% | +11.6% | +6.6% |
| 30D | -26.5% | -4.5% | -21.9% | -26.0% |
| 3M | -27.3% | -28.1% | +0.7% | -24.6% |
| 6M | -43.4% | -53.2% | +9.8% | -38.2% |
| YTD | -58.5% | -33.3% | -25.2% | -57.1% |
| 1Y | -63.6% | -17.4% | -46.2% | -63.6% |
| 3Y | 0.0% | -14.1% | +14.2% | -6.3% |
| All | 0.0% | -14.4% | +14.5% | -6.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling