+3,518.5%
ALNY vs XYL
+459.9%
+3,058.6%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.1% | +0.3% | -0.3% |
| 7D | -3.5% | +0.8% | -4.4% | -4.0% |
| 30D | +18.9% | -10.8% | +29.7% | +25.7% |
| 3M | -13.3% | -2.5% | -10.8% | -11.8% |
| 6M | -20.3% | -12.2% | -8.1% | -14.6% |
| YTD | -35.1% | -20.1% | -15.0% | -27.6% |
| 1Y | -46.5% | -20.6% | -25.8% | -40.1% |
| 3Y | +28.1% | +17.3% | +10.8% | +16.0% |
| 5Y | +36.1% | -14.5% | +50.6% | +40.6% |
| 10Y | +269.7% | +150.2% | +119.5% | +92.5% |
| All | +3,518.5% | +459.9% | +3,058.6% | +1,168.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling