+106.3%
DAL vs ALNY
+39.4%
+67.0%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.3% | +0.7% | -1.1% |
| 7D | +3.4% | +5.7% | -2.3% | +2.4% |
| 30D | -13.6% | +18.7% | -32.2% | -16.0% |
| 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% | +39.3% |
| 3Y | +100.0% | +29.1% | +70.9% | +83.3% |
| 5Y | +106.3% | +39.6% | +66.7% | +77.8% |
| All | +106.3% | +39.4% | +67.0% | +77.8% |
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 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