+7.2%
XYZ vs ALNY
-48.3%
+55.5%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.1% | +3.7% | +0.2% |
| 7D | -5.2% | -6.4% | +1.3% | -4.2% |
| 30D | 0.0% | +11.9% | -11.9% | -1.5% |
| 3M | +18.7% | -15.0% | +33.7% | +19.5% |
| 6M | +20.5% | -23.2% | +43.8% | +24.1% |
| YTD | +21.5% | -37.8% | +59.2% | +26.9% |
| 1Y | +7.2% | -47.3% | +54.5% | +13.9% |
| All | +7.2% | -48.3% | +55.5% | +13.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling