+75.6%
BAC vs ALNY
+30.0%
+45.6%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.1% | +3.9% | +0.2% |
| 7D | -0.3% | -6.4% | +6.2% | +0.3% |
| 30D | -1.8% | +11.9% | -13.6% | -2.8% |
| 3M | +15.3% | -15.0% | +30.3% | +16.1% |
| 6M | +30.2% | -23.2% | +53.4% | +32.2% |
| YTD | +15.6% | -37.8% | +53.3% | +19.5% |
| 1Y | +27.5% | -47.3% | +74.7% | +33.7% |
| 3Y | +137.0% | +22.9% | +114.2% | +125.3% |
| 5Y | +75.6% | +30.6% | +45.0% | +62.0% |
| All | +75.6% | +30.0% | +45.6% | +62.0% |
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