+533.2%
XYZ vs ALNY
+151.3%
+381.9%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.3% | -0.9% |
| 7D | -1.0% | +12.2% | -13.2% | -4.0% |
| 30D | -1.7% | +16.3% | -18.1% | -5.6% |
| 3M | +16.7% | -12.4% | +29.1% | +18.4% |
| 6M | +26.9% | -18.7% | +45.6% | +30.8% |
| YTD | +27.1% | -33.1% | +60.2% | +38.0% |
| 1Y | +9.3% | -41.3% | +50.6% | +22.1% |
| 3Y | +42.3% | +32.3% | +10.0% | +21.3% |
| 5Y | -69.3% | +34.8% | -104.1% | -74.8% |
| 10Y | +586.8% | +284.7% | +302.1% | +341.4% |
| All | +533.2% | +151.3% | +381.9% | +265.3% |
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 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