+856.8%
XLI vs ALNY
+3,957.5%
-3,100.7%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.1% | +3.3% | -0.3% |
| 7D | -2.3% | -6.4% | +4.1% | -1.6% |
| 30D | -8.2% | +11.9% | -20.1% | -9.4% |
| 3M | +0.8% | -15.0% | +15.8% | +1.7% |
| 6M | +0.8% | -23.2% | +24.1% | +2.9% |
| YTD | +10.5% | -37.8% | +48.3% | +15.3% |
| 1Y | +14.1% | -47.3% | +61.4% | +21.1% |
| 3Y | +68.6% | +22.9% | +45.7% | +58.6% |
| 5Y | +80.4% | +30.6% | +49.8% | +63.5% |
| 10Y | +254.6% | +254.6% | 0.0% | +159.5% |
| All | +856.8% | +3,957.5% | -3,100.7% | +380.0% |
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