+236.1%
ALNY vs XRT
+128.2%
+107.9%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.4% | -0.9% | -0.1% |
| 7D | -6.5% | -3.2% | -3.4% | -5.2% |
| 30D | +11.0% | -4.5% | +15.5% | +13.4% |
| 3M | -14.1% | -3.1% | -11.0% | -12.7% |
| 6M | -22.4% | +4.2% | -26.6% | -23.8% |
| YTD | -37.5% | -0.1% | -37.4% | -37.5% |
| 1Y | -46.9% | -3.0% | -43.9% | -46.4% |
| 3Y | +22.1% | +41.8% | -19.7% | +2.1% |
| 5Y | +31.2% | -1.3% | +32.5% | +25.0% |
| All | +236.1% | +128.2% | +107.9% | +78.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling