+74.2%
XLF vs ALNY
+23.4%
+50.8%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.5% | +0.2% | +0.6% |
| 7D | -1.5% | -6.5% | +5.1% | -1.0% |
| 30D | -1.2% | +11.0% | -12.2% | -2.0% |
| 3M | +9.2% | -14.1% | +23.2% | +9.8% |
| 6M | +16.3% | -22.4% | +38.7% | +17.9% |
| YTD | +5.4% | -37.5% | +42.9% | +8.6% |
| 1Y | +7.6% | -46.9% | +54.5% | +12.1% |
| 3Y | +74.2% | +22.1% | +52.1% | +66.1% |
| All | +74.2% | +23.4% | +50.8% | +66.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling