+603.7%
XLP vs ALNY
+2,385.9%
-1,782.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.2% | +3.3% | +0.3% |
| 7D | +2.3% | -5.2% | +7.5% | +2.7% |
| 30D | +9.1% | -34.8% | +43.9% | +11.6% |
| 3M | +7.9% | -30.1% | +38.0% | +9.7% |
| 6M | +9.6% | -48.6% | +58.2% | +13.1% |
| YTD | +19.4% | -61.9% | +81.3% | +25.3% |
| 1Y | +22.4% | -65.7% | +88.0% | +29.1% |
| 3Y | +43.2% | -6.3% | +49.5% | +40.6% |
| 5Y | +42.6% | -14.0% | +56.5% | +38.6% |
| 10Y | +135.4% | +231.4% | -96.0% | +103.7% |
| All | +603.7% | +2,385.9% | -1,782.2% | +409.1% |
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