+1,697.5%
ALNY vs XRT
+501.1%
+1,196.5%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.2% | -0.1% | -0.9% |
| 7D | +5.7% | -0.3% | +5.9% | +5.9% |
| 30D | +18.7% | -5.6% | +24.3% | +23.3% |
| 3M | -11.0% | +2.5% | -13.5% | -12.4% |
| 6M | -18.9% | +3.7% | -22.6% | -20.9% |
| YTD | -34.6% | +1.0% | -35.6% | -35.2% |
| 1Y | -42.8% | -1.2% | -41.6% | -42.9% |
| 3Y | +29.1% | +43.4% | -14.2% | -2.2% |
| 5Y | +39.6% | -0.7% | +40.3% | +30.0% |
| 10Y | +253.8% | +123.7% | +130.1% | +56.0% |
| All | +1,697.5% | +501.1% | +1,196.5% | +231.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling