+47.2%
XYZ vs ALNY
+28.0%
+19.2%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -0.7% |
| 7D | -3.7% | -3.5% | -0.2% | -3.1% |
| 30D | +0.5% | +18.9% | -18.4% | -2.5% |
| 3M | +16.3% | -13.3% | +29.6% | +17.7% |
| 6M | +21.1% | -20.3% | +41.4% | +24.4% |
| YTD | +22.0% | -35.1% | +57.1% | +30.1% |
| 1Y | +5.2% | -46.5% | +51.6% | +16.0% |
| All | +47.2% | +28.0% | +19.2% | +32.9% |
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 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