+30.6%
ALNY vs XRT
-4.5%
+35.0%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.8% | -3.3% | -3.7% |
| 7D | -6.4% | -3.6% | -2.8% | -4.7% |
| 30D | +11.9% | -6.7% | +18.6% | +15.9% |
| 3M | -15.0% | -1.4% | -13.6% | -14.3% |
| 6M | -23.2% | +1.7% | -24.9% | -23.8% |
| YTD | -37.8% | -1.5% | -36.3% | -37.3% |
| 1Y | -47.3% | -2.5% | -44.8% | -46.8% |
| 3Y | +22.9% | +39.9% | -17.0% | +0.2% |
| 5Y | +30.6% | -2.6% | +33.2% | +21.0% |
| All | +30.6% | -4.5% | +35.0% | +21.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling