+81.8%
XLI vs ALNY
+30.5%
+51.3%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.5% | +0.6% | +1.0% |
| 7D | -1.7% | -6.5% | +4.9% | -1.1% |
| 30D | -7.3% | +11.0% | -18.3% | -8.1% |
| 3M | -1.3% | -14.1% | +12.7% | -0.8% |
| 6M | +2.2% | -22.4% | +24.6% | +3.7% |
| YTD | +11.7% | -37.5% | +49.2% | +15.3% |
| 1Y | +14.3% | -46.9% | +61.2% | +19.5% |
| 3Y | +70.3% | +22.1% | +48.3% | +63.4% |
| All | +81.8% | +30.5% | +51.3% | +68.4% |
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