+386.9%
DAL vs ALNY
+763.2%
-376.3%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +5.4% | -5.7% | -1.3% |
| 7D | -1.1% | +5.8% | -6.9% | -2.2% |
| 30D | +12.8% | -26.5% | +39.3% | +18.1% |
| 3M | -5.3% | -27.3% | +22.1% | -0.9% |
| 6M | +22.4% | -43.4% | +65.7% | +32.3% |
| YTD | +25.6% | -58.5% | +84.1% | +43.5% |
| 1Y | +45.5% | -63.6% | +109.2% | +70.1% |
| 3Y | +161.0% | 0.0% | +160.9% | +144.6% |
| 5Y | +112.2% | -3.4% | +115.6% | +92.2% |
| 10Y | +109.1% | +254.6% | -145.5% | +27.0% |
| All | +386.9% | +763.2% | -376.3% | +65.8% |
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 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