-0.3%
BA vs ALNY
+29.2%
-29.5%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.3% | +1.5% | -0.5% |
| 7D | +2.5% | +5.7% | -3.2% | +1.8% |
| 30D | -10.1% | +18.7% | -28.8% | -11.9% |
| 3M | -2.4% | -11.0% | +8.6% | -2.1% |
| 6M | -8.8% | -18.9% | +10.1% | -7.6% |
| YTD | -2.9% | -34.6% | +31.6% | +0.7% |
| 1Y | -8.8% | -42.8% | +34.1% | -3.9% |
| 3Y | -0.3% | +29.1% | -29.4% | -8.6% |
| All | -0.3% | +29.2% | -29.5% | -8.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling