+30.6%
ALNY vs ALB
-48.1%
+78.7%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -3.0% | -1.0% | -3.7% |
| 7D | -6.4% | -7.6% | +1.2% | -5.4% |
| 30D | +11.9% | -5.6% | +17.5% | +12.7% |
| 3M | -15.0% | -16.8% | +1.8% | -13.2% |
| 6M | -23.2% | -26.3% | +3.1% | -20.8% |
| YTD | -37.8% | -13.2% | -24.5% | -37.7% |
| 1Y | -47.3% | +68.8% | -116.1% | -53.0% |
| 3Y | +22.9% | -30.7% | +53.6% | +20.7% |
| 5Y | +30.6% | -46.3% | +76.8% | +36.2% |
| All | +30.6% | -48.1% | +78.7% | +36.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling