+736.0%
DIA vs ALNY
+4,129.5%
-3,393.5%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.7% |
| 7D | -1.2% | -3.5% | +2.3% | -0.9% |
| 30D | -2.7% | +18.9% | -21.6% | -4.5% |
| 3M | +3.3% | -13.3% | +16.6% | +4.0% |
| 6M | +10.4% | -20.3% | +30.7% | +12.0% |
| YTD | +10.0% | -35.1% | +45.1% | +13.8% |
| 1Y | +16.2% | -46.5% | +62.7% | +22.4% |
| 3Y | +58.7% | +28.1% | +30.7% | +49.8% |
| 5Y | +63.6% | +36.1% | +27.5% | +49.4% |
| 10Y | +251.0% | +269.7% | -18.6% | +166.9% |
| All | +736.0% | +4,129.5% | -3,393.5% | +360.1% |
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