+33.9%
ALNY vs BND
-2.6%
+36.5%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.5% | +0.6% |
| 7D | -6.5% | -1.0% | -5.5% | -5.3% |
| 30D | +11.0% | -1.1% | +12.2% | +12.8% |
| 3M | -14.1% | -1.9% | -12.2% | -11.9% |
| 6M | -22.4% | -1.6% | -20.8% | -20.7% |
| YTD | -37.5% | -1.2% | -36.2% | -36.4% |
| 1Y | -46.9% | -0.7% | -46.2% | -46.4% |
| 3Y | +22.1% | +12.5% | +9.6% | +4.8% |
| All | +33.9% | -2.6% | +36.5% | +35.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BND.
Daily Out/Under-Performance
Portfolio return minus BND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BND 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 BND 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