+151.8%
BAC vs ALNY
+4,163.9%
-4,012.2%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.3% | +1.8% | -0.1% |
| 7D | +1.2% | +5.7% | -4.5% | +0.1% |
| 30D | -0.7% | +18.7% | -19.4% | -3.9% |
| 3M | +16.9% | -11.0% | +27.9% | +17.6% |
| 6M | +29.6% | -18.9% | +48.5% | +32.3% |
| YTD | +15.3% | -34.6% | +49.8% | +22.0% |
| 1Y | +28.8% | -42.8% | +71.7% | +39.3% |
| 3Y | +136.4% | +29.1% | +107.3% | +111.4% |
| 5Y | +72.9% | +39.6% | +33.3% | +44.6% |
| 10Y | +391.8% | +253.8% | +138.0% | +186.7% |
| All | +151.8% | +4,163.9% | -4,012.2% | -17.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling