+12.3%
XLI vs ALNY
-62.5%
+74.8%
-12.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.7% | -1.8% | -1.1% |
| 7D | +0.6% | -30.7% | +31.3% | +1.5% |
| 30D | -0.4% | -26.7% | +26.4% | +0.3% |
| 3M | -8.8% | -26.4% | +17.6% | -8.4% |
| 6M | -0.4% | -45.9% | +45.6% | +1.5% |
| YTD | +10.1% | -59.5% | +69.6% | +13.3% |
| 1Y | +12.3% | -62.0% | +74.3% | +15.6% |
| All | +12.3% | -62.5% | +74.8% | +15.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling