+37.4%
ALNY vs VSXY
+33.4%
+4.0%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -3.1% | -1.0% | -3.8% |
| 7D | -6.4% | -0.3% | -6.1% | -6.4% |
| 30D | +11.9% | -22.1% | +34.0% | +14.5% |
| 3M | -15.0% | -1.1% | -13.9% | -15.2% |
| 6M | -23.2% | +53.8% | -77.0% | -28.2% |
| YTD | -37.8% | +35.5% | -73.2% | -41.1% |
| 1Y | -47.3% | +186.0% | -233.3% | -54.7% |
| 3Y | +22.9% | +343.2% | -320.3% | -8.5% |
| 5Y | +30.6% | +19.0% | +11.6% | +16.8% |
| All | +37.4% | +33.4% | +4.0% | +20.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 VSXY 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