+603.9%
XLP vs ALNY
+2,468.0%
-1,864.1%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.0% | +1.6% | -0.3% |
| 7D | -0.2% | 0.0% | -0.2% | -0.2% |
| 30D | +8.2% | -30.0% | +38.2% | +10.1% |
| 3M | +7.7% | -30.1% | +37.8% | +9.6% |
| 6M | +9.3% | -46.4% | +55.7% | +12.5% |
| YTD | +19.5% | -60.6% | +80.1% | +25.1% |
| 1Y | +21.0% | -65.4% | +86.4% | +27.6% |
| 3Y | +43.2% | -3.2% | +46.5% | +40.4% |
| 5Y | +42.7% | -8.3% | +51.0% | +38.2% |
| 10Y | +135.7% | +236.6% | -100.9% | +103.8% |
| All | +603.9% | +2,468.0% | -1,864.1% | +408.3% |
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