-3.5%
BA vs ALNY
+38.0%
-41.5%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.8% | -1.2% | -1.9% |
| 7D | -1.2% | -3.5% | +2.3% | -0.7% |
| 30D | -11.3% | +18.9% | -30.2% | -13.6% |
| 3M | -3.8% | -13.3% | +9.6% | -2.9% |
| 6M | -8.3% | -20.3% | +12.0% | -6.3% |
| YTD | -4.9% | -35.1% | +30.2% | -0.2% |
| 1Y | -10.1% | -46.5% | +36.4% | -2.9% |
| 3Y | -2.3% | +28.1% | -30.4% | -10.0% |
| 5Y | -3.5% | +36.1% | -39.6% | -17.4% |
| All | -3.5% | +38.0% | -41.5% | -17.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling