+3,615.7%
ALNY vs TXT
+233.7%
+3,382.0%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.6% | -2.9% | -2.5% |
| 7D | +5.7% | -0.2% | +5.9% | +5.7% |
| 30D | +18.7% | -11.1% | +29.7% | +23.2% |
| 3M | -11.0% | -13.0% | +2.0% | -7.5% |
| 6M | -18.9% | -16.2% | -2.7% | -14.8% |
| YTD | -34.6% | -8.7% | -25.9% | -33.5% |
| 1Y | -42.8% | -3.8% | -39.1% | -43.1% |
| 3Y | +29.1% | +5.5% | +23.6% | +22.7% |
| 5Y | +39.6% | +12.3% | +27.3% | +27.7% |
| 10Y | +253.8% | +97.4% | +156.4% | +146.6% |
| All | +3,615.7% | +233.7% | +3,382.0% | +1,825.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 TXT 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