+685.5%
XOM vs ALNY
+3,957.5%
-3,272.0%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.1% | +4.7% | +0.9% |
| 7D | +1.9% | -6.4% | +8.3% | +2.4% |
| 30D | +4.1% | +11.9% | -7.8% | +3.0% |
| 3M | +10.4% | -15.0% | +25.4% | +11.1% |
| 6M | +13.0% | -23.2% | +36.3% | +14.5% |
| YTD | +40.1% | -37.8% | +77.8% | +44.2% |
| 1Y | +51.1% | -47.3% | +98.4% | +57.7% |
| 3Y | +57.7% | +22.9% | +34.8% | +50.1% |
| 5Y | +264.7% | +30.6% | +234.2% | +236.4% |
| 10Y | +193.1% | +254.6% | -61.6% | +128.0% |
| All | +685.5% | +3,957.5% | -3,272.0% | +331.6% |
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