+19.1%
EXC vs ALNY
+23.4%
-4.3%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -1.0% | -0.5% |
| 7D | -1.1% | -6.5% | +5.5% | -0.8% |
| 30D | -3.6% | +11.0% | -14.7% | -4.1% |
| 3M | -4.3% | -14.1% | +9.8% | -3.9% |
| 6M | -9.9% | -22.4% | +12.4% | -9.4% |
| YTD | +1.8% | -37.5% | +39.2% | +3.1% |
| 1Y | +2.9% | -46.9% | +49.8% | +4.8% |
| 3Y | +19.1% | +22.1% | -3.0% | +11.6% |
| All | +19.1% | +23.4% | -4.3% | +11.6% |
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