+392.9%
BAC vs ALNY
+260.0%
+132.9%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.3% | +0.2% |
| 7D | 0.0% | -6.5% | +6.6% | +0.7% |
| 30D | -2.8% | +11.0% | -13.8% | -3.9% |
| 3M | +14.2% | -14.1% | +28.3% | +15.0% |
| 6M | +30.5% | -22.4% | +52.9% | +32.8% |
| YTD | +15.8% | -37.5% | +53.3% | +20.3% |
| 1Y | +26.2% | -46.9% | +73.1% | +33.1% |
| 3Y | +136.5% | +22.1% | +114.5% | +123.5% |
| 5Y | +75.9% | +31.2% | +44.8% | +60.9% |
| All | +392.9% | +260.0% | +132.9% | +275.8% |
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