+599.1%
XYZ vs ALNY
+260.0%
+339.1%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.3% | 0.0% |
| 7D | -4.3% | -6.5% | +2.3% | -2.5% |
| 30D | +1.2% | +11.0% | -9.9% | -1.7% |
| 3M | +14.6% | -14.1% | +28.7% | +16.9% |
| 6M | +22.6% | -22.4% | +45.0% | +28.1% |
| YTD | +21.7% | -37.5% | +59.2% | +34.8% |
| 1Y | +6.7% | -46.9% | +53.6% | +23.0% |
| 3Y | +46.8% | +22.1% | +24.8% | +27.2% |
| 5Y | -68.0% | +31.2% | -99.2% | -73.8% |
| All | +599.1% | +260.0% | +339.1% | +372.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling