+20.7%
XLK vs ALNY
-62.5%
+83.2%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | 0.0% |
| 7D | -7.6% | -30.7% | +23.1% | -8.4% |
| 30D | -12.2% | -26.7% | +14.6% | -12.6% |
| 3M | -5.5% | -26.4% | +21.0% | -5.7% |
| 6M | +9.2% | -45.9% | +55.1% | +7.4% |
| YTD | +23.0% | -59.5% | +82.5% | +24.1% |
| 1Y | +20.7% | -62.0% | +82.7% | +20.5% |
| All | +20.7% | -62.5% | +83.2% | +20.5% |
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