-41.3%
ALNY vs XRT
+3.4%
-44.7%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.0% | -0.4% | +0.2% |
| 7D | +12.2% | +0.8% | +11.4% | +11.8% |
| 30D | +16.3% | -4.2% | +20.5% | +18.5% |
| 3M | -12.4% | +5.1% | -17.4% | -13.3% |
| 6M | -18.7% | +2.4% | -21.1% | -19.6% |
| YTD | -33.1% | +3.2% | -36.3% | -33.6% |
| 1Y | -41.3% | +1.5% | -42.8% | -42.2% |
| All | -41.3% | +3.4% | -44.7% | -42.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XRT.
Daily Out/Under-Performance
Portfolio return minus XRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XRT 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 XRT 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