+2,399.3%
XLK vs ALNY
+3,976.7%
-1,577.4%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.5% | +0.9% | +1.3% |
| 7D | +0.2% | -6.5% | +6.8% | +1.0% |
| 30D | -0.6% | +11.0% | -11.7% | -2.0% |
| 3M | +2.6% | -14.1% | +16.6% | +3.3% |
| 6M | +34.0% | -22.4% | +56.4% | +36.3% |
| YTD | +30.7% | -37.5% | +68.1% | +36.4% |
| 1Y | +39.2% | -46.9% | +86.1% | +48.1% |
| 3Y | +120.4% | +22.1% | +98.4% | +106.1% |
| 5Y | +148.8% | +31.2% | +117.6% | +124.2% |
| 10Y | +803.3% | +256.3% | +547.0% | +564.7% |
| All | +2,399.3% | +3,976.7% | -1,577.4% | +1,190.9% |
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