+60.5%
XOM vs ALNY
+23.4%
+37.1%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | 0.0% | +0.5% |
| 7D | +4.1% | -6.5% | +10.6% | +4.1% |
| 30D | +4.6% | +11.0% | -6.5% | +4.5% |
| 3M | +14.0% | -14.1% | +28.0% | +14.2% |
| 6M | +11.0% | -22.4% | +33.4% | +11.4% |
| YTD | +40.7% | -37.5% | +78.2% | +42.0% |
| 1Y | +52.3% | -46.9% | +99.2% | +54.7% |
| 3Y | +60.5% | +22.1% | +38.4% | +51.2% |
| All | +60.5% | +23.4% | +37.1% | +51.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling