+420.5%
DAL vs ALNY
+693.1%
-272.6%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.2% | +3.6% | +1.0% |
| 7D | +10.7% | -5.2% | +15.9% | +11.8% |
| 30D | +12.5% | -34.8% | +47.4% | +20.5% |
| 3M | +3.6% | -30.1% | +33.8% | +9.3% |
| 6M | +26.7% | -48.6% | +75.3% | +39.5% |
| YTD | +34.3% | -61.9% | +96.1% | +55.9% |
| 1Y | +59.1% | -65.7% | +124.8% | +88.1% |
| 3Y | +179.9% | -6.3% | +186.2% | +165.6% |
| 5Y | +119.1% | -14.0% | +133.1% | +102.8% |
| 10Y | +125.6% | +231.4% | -105.8% | +38.7% |
| All | +420.5% | +693.1% | -272.6% | +80.0% |
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 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