-62.0%
ALNY vs XYL
-30.7%
-31.3%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +5.0% | -4.2% | -0.4% |
| 7D | -30.7% | +14.5% | -45.2% | -33.3% |
| 30D | -26.7% | -1.3% | -25.4% | -26.4% |
| 3M | -26.4% | -17.0% | -9.5% | -18.4% |
| 6M | -45.9% | -11.3% | -34.6% | -40.9% |
| YTD | -59.5% | -25.0% | -34.5% | -54.4% |
| 1Y | -62.0% | -31.5% | -30.4% | -56.6% |
| All | -62.0% | -30.7% | -31.3% | -56.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XYL.
Daily Out/Under-Performance
Portfolio return minus XYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYL 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 XYL 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