+551.8%
XLB vs ALNY
+4,129.5%
-3,577.7%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.3% | -1.0% |
| 7D | -2.9% | -3.5% | +0.6% | -2.5% |
| 30D | -3.4% | +18.9% | -22.3% | -5.5% |
| 3M | +1.6% | -13.3% | +14.9% | +2.5% |
| 6M | +3.6% | -20.3% | +23.9% | +5.4% |
| YTD | +14.2% | -35.1% | +49.4% | +19.0% |
| 1Y | +15.6% | -46.5% | +62.1% | +23.1% |
| 3Y | +33.1% | +28.1% | +5.0% | +24.0% |
| 5Y | +35.0% | +36.1% | -1.0% | +20.8% |
| 10Y | +164.5% | +269.7% | -105.1% | +86.6% |
| All | +551.8% | +4,129.5% | -3,577.7% | +190.2% |
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