+109.2%
TLT vs ALNY
+4,163.9%
-4,054.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.3% | +2.2% | -0.1% |
| 7D | +0.4% | +5.7% | -5.3% | +0.5% |
| 30D | -0.3% | +18.7% | -19.0% | +0.1% |
| 3M | -1.7% | -11.0% | +9.2% | -1.9% |
| 6M | -4.9% | -18.9% | +14.0% | -5.2% |
| YTD | -2.8% | -34.6% | +31.8% | -3.6% |
| 1Y | -4.2% | -42.8% | +38.6% | -5.3% |
| 3Y | -1.1% | +29.1% | -30.2% | +0.4% |
| 5Y | -33.7% | +39.6% | -73.3% | -32.0% |
| 10Y | -20.7% | +253.8% | -274.5% | -12.8% |
| All | +109.2% | +4,163.9% | -4,054.7% | +163.9% |
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