+1,811.5%
ALNY vs INDA
+109.4%
+1,702.1%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.0% | -0.5% | 0.0% |
| 7D | -6.5% | -2.7% | -3.9% | -5.1% |
| 30D | +11.0% | -2.8% | +13.8% | +12.8% |
| 3M | -14.1% | +1.6% | -15.7% | -15.0% |
| 6M | -22.4% | -1.4% | -21.0% | -22.1% |
| YTD | -37.5% | -10.1% | -27.3% | -34.0% |
| 1Y | -46.9% | -8.8% | -38.2% | -44.5% |
| 3Y | +22.1% | +7.6% | +14.5% | +17.0% |
| 5Y | +31.2% | +5.8% | +25.4% | +26.4% |
| 10Y | +256.3% | +84.0% | +172.3% | +145.9% |
| All | +1,811.5% | +109.4% | +1,702.1% | +1,214.7% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 INDA 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