-62.0%
ALNY vs ITOT
+14.7%
-76.6%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.5% | -0.8% | 0.0% |
| 7D | -30.7% | -0.7% | -30.0% | -30.4% |
| 30D | -26.7% | -1.1% | -25.7% | -26.4% |
| 3M | -26.4% | -0.8% | -25.6% | -26.2% |
| 6M | -45.9% | +7.0% | -52.9% | -47.7% |
| YTD | -59.5% | +13.3% | -72.8% | -62.9% |
| 1Y | -62.0% | +14.8% | -76.8% | -65.1% |
| All | -62.0% | +14.7% | -76.6% | -65.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 1y: compounded portfolio wealth divided by compounded ITOT 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…
1y analysis · Full analysis span regression · 6 months rolling