+396.2%
VZ vs ALNY
+4,262.5%
-3,866.2%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.6% | -1.5% | -0.9% |
| 7D | +0.1% | +12.2% | -12.2% | -0.6% |
| 30D | +7.9% | +16.3% | -8.4% | +6.9% |
| 3M | +13.6% | -12.4% | +26.0% | +14.1% |
| 6M | +1.1% | -18.7% | +19.8% | +1.8% |
| YTD | +29.3% | -33.1% | +62.4% | +31.6% |
| 1Y | +21.2% | -41.3% | +62.6% | +24.3% |
| 3Y | +75.9% | +32.3% | +43.6% | +69.7% |
| 5Y | +24.1% | +34.8% | -10.7% | +17.6% |
| 10Y | +62.4% | +284.7% | -222.3% | +36.4% |
| All | +396.2% | +4,262.5% | -3,866.2% | +241.2% |
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