+34.0%
XLB vs ALNY
+30.5%
+3.5%
-24.7%
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% | +0.3% |
| 7D | -2.8% | -6.5% | +3.7% | -2.3% |
| 30D | -3.1% | +11.0% | -14.1% | -4.0% |
| 3M | -0.2% | -14.1% | +13.9% | +0.5% |
| 6M | +3.1% | -22.4% | +25.5% | +4.6% |
| YTD | +13.3% | -37.5% | +50.7% | +17.0% |
| 1Y | +12.0% | -46.9% | +59.0% | +17.2% |
| 3Y | +31.4% | +22.1% | +9.3% | +25.9% |
| All | +34.0% | +30.5% | +3.5% | +24.2% |
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 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