+7.4%
ALNY vs BOXX
+18.5%
-11.1%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.4% | +0.6% |
| 7D | -6.5% | +0.1% | -6.6% | -6.5% |
| 30D | +11.0% | +0.3% | +10.7% | +11.5% |
| 3M | -14.1% | +1.0% | -15.1% | -12.8% |
| 6M | -22.4% | +1.9% | -24.3% | -20.4% |
| YTD | -37.5% | +2.7% | -40.1% | -34.9% |
| 1Y | -46.9% | +4.0% | -51.0% | -42.4% |
| 3Y | +22.1% | +14.7% | +7.4% | +62.1% |
| All | +7.4% | +18.5% | -11.1% | +18.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BOXX.
Daily Out/Under-Performance
Portfolio return minus BOXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BOXX 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 BOXX 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