+71.1%
BA vs ALNY
+258.3%
-187.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.1% | +3.3% | -0.3% |
| 7D | -2.7% | -6.4% | +3.7% | -1.9% |
| 30D | -12.2% | +11.9% | -24.1% | -13.5% |
| 3M | -2.0% | -15.0% | +13.0% | -1.0% |
| 6M | -6.0% | -23.2% | +17.3% | -3.8% |
| YTD | -5.7% | -37.8% | +32.1% | -1.1% |
| 1Y | -10.0% | -47.3% | +37.3% | -3.7% |
| 3Y | -3.1% | +22.9% | -25.9% | -9.0% |
| 5Y | -2.6% | +30.6% | -33.2% | -11.8% |
| All | +71.1% | +258.3% | -187.2% | +36.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALNY.
Daily Out/Under-Performance
Portfolio return minus ALNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALNY 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 ALNY 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