+549.5%
XLP vs ALNY
+4,262.5%
-3,712.9%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.6% | -1.4% | -0.8% |
| 7D | -1.0% | +12.2% | -13.3% | -1.7% |
| 30D | -0.9% | +16.3% | -17.2% | -1.8% |
| 3M | +3.8% | -12.4% | +16.2% | +4.2% |
| 6M | -1.7% | -18.7% | +17.0% | -1.0% |
| YTD | +10.3% | -33.1% | +43.3% | +12.3% |
| 1Y | +7.8% | -41.3% | +49.1% | +10.5% |
| 3Y | +27.2% | +32.3% | -5.1% | +22.7% |
| 5Y | +32.5% | +34.8% | -2.2% | +25.7% |
| 10Y | +101.8% | +284.7% | -182.9% | +71.4% |
| All | +549.5% | +4,262.5% | -3,712.9% | +356.2% |
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