+838.0%
XLY vs ALNY
+3,976.7%
-3,138.8%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.5% | +0.4% | +0.8% |
| 7D | -1.7% | -6.5% | +4.9% | -0.9% |
| 30D | -4.2% | +11.0% | -15.2% | -5.5% |
| 3M | -2.7% | -14.1% | +11.4% | -1.8% |
| 6M | -0.6% | -22.4% | +21.8% | +1.4% |
| YTD | -5.0% | -37.5% | +32.4% | -0.6% |
| 1Y | -4.1% | -46.9% | +42.8% | +2.3% |
| 3Y | +33.6% | +22.1% | +11.5% | +25.3% |
| 5Y | +28.7% | +31.2% | -2.5% | +16.5% |
| 10Y | +219.6% | +256.3% | -36.7% | +134.4% |
| All | +838.0% | +3,976.7% | -3,138.8% | +373.3% |
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