+134.2%
DAL vs ALNY
+260.0%
-125.8%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.5% | +1.7% | +2.1% |
| 7D | -0.3% | -6.5% | +6.2% | +0.5% |
| 30D | -11.1% | +11.0% | -22.2% | -12.4% |
| 3M | -2.1% | -14.1% | +12.0% | -1.2% |
| 6M | +35.8% | -22.4% | +58.2% | +38.7% |
| YTD | +16.0% | -37.5% | +53.5% | +21.5% |
| 1Y | +33.7% | -46.9% | +80.6% | +42.6% |
| 3Y | +102.3% | +22.1% | +80.2% | +91.6% |
| 5Y | +110.3% | +31.2% | +79.1% | +92.7% |
| All | +134.2% | +260.0% | -125.8% | +85.7% |
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