+100.0%
DAL vs ALNY
+29.2%
+70.7%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.3% | +0.7% | -1.2% |
| 7D | +3.4% | +5.7% | -2.3% | +2.5% |
| 30D | -13.6% | +18.7% | -32.2% | -15.9% |
| 3M | +1.2% | -11.0% | +12.2% | +1.8% |
| 6M | +34.5% | -18.9% | +53.4% | +37.4% |
| YTD | +14.7% | -34.6% | +49.3% | +21.2% |
| 1Y | +29.2% | -42.8% | +72.1% | +39.2% |
| 3Y | +100.0% | +29.1% | +70.9% | +82.9% |
| All | +100.0% | +29.2% | +70.7% | +82.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling