+362.6%
PSX vs ALNY
+30.5%
+332.0%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | -0.1% | +0.4% |
| 7D | +1.7% | -6.5% | +8.3% | +1.9% |
| 30D | +15.6% | +11.0% | +4.6% | +15.3% |
| 3M | +46.5% | -14.1% | +60.5% | +46.8% |
| 6M | +55.0% | -22.4% | +77.4% | +55.8% |
| YTD | +105.3% | -37.5% | +142.7% | +107.9% |
| 1Y | +101.6% | -46.9% | +148.5% | +105.4% |
| 3Y | +134.1% | +22.1% | +112.1% | +129.2% |
| All | +362.6% | +30.5% | +332.0% | +351.3% |
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