+26.6%
ALNY vs ALB
-29.2%
+55.9%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.8% | +2.0% | -0.5% |
| 7D | -3.5% | -8.6% | +5.1% | -2.6% |
| 30D | +18.9% | -4.0% | +22.9% | +19.3% |
| 3M | -13.3% | -17.4% | +4.0% | -11.7% |
| 6M | -20.3% | -25.4% | +5.1% | -18.2% |
| YTD | -35.1% | -10.5% | -24.6% | -35.2% |
| 1Y | -46.5% | +75.8% | -122.3% | -51.7% |
| All | +26.6% | -29.2% | +55.9% | +8.9% |
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