+22.1%
ALNY vs DLTR
+1.4%
+20.7%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.5% |
| 7D | -6.5% | -10.1% | +3.5% | -5.5% |
| 30D | +11.0% | -8.1% | +19.2% | +12.0% |
| 3M | -14.1% | +2.9% | -16.9% | -14.2% |
| 6M | -22.4% | +4.3% | -26.7% | -23.0% |
| YTD | -37.5% | -3.9% | -33.5% | -37.7% |
| 1Y | -46.9% | +18.9% | -65.8% | -47.9% |
| 3Y | +22.1% | +1.9% | +20.2% | +12.4% |
| All | +22.1% | +1.4% | +20.7% | +12.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DLTR.
Daily Out/Under-Performance
Portfolio return minus DLTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLTR 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 DLTR 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