+3,701.6%
ALNY vs ALB
+1,118.7%
+2,582.8%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.4% | +5.1% | +2.0% |
| 7D | +12.2% | -8.1% | +20.3% | +15.1% |
| 30D | +16.3% | +6.3% | +10.1% | +13.8% |
| 3M | -12.4% | -23.6% | +11.2% | -6.3% |
| 6M | -18.7% | -24.6% | +5.9% | -14.2% |
| YTD | -33.1% | -10.3% | -22.8% | -34.0% |
| 1Y | -41.3% | +61.5% | -102.8% | -53.5% |
| 3Y | +32.3% | -34.0% | +66.3% | +28.0% |
| 5Y | +34.8% | -44.6% | +79.4% | +27.4% |
| 10Y | +284.7% | +76.1% | +208.6% | +82.3% |
| All | +3,701.6% | +1,118.7% | +2,582.8% | +621.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling