+62.6%
XYZ vs ALNY
+1.9%
+60.7%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +5.4% | -2.5% | +2.0% |
| 7D | -1.1% | +5.8% | -6.9% | -1.9% |
| 30D | +11.5% | -26.5% | +38.0% | +15.7% |
| 3M | +1.8% | -27.3% | +29.1% | +5.7% |
| 6M | +21.2% | -43.4% | +64.6% | +29.3% |
| YTD | +29.9% | -58.5% | +88.4% | +45.9% |
| 1Y | +35.8% | -63.6% | +99.4% | +55.5% |
| 3Y | +62.6% | 0.0% | +62.6% | +65.9% |
| All | +62.6% | +1.9% | +60.7% | +65.9% |
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