-62.0%
ALNY vs DE
+49.6%
-111.6%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.6% | -0.9% | +0.7% |
| 7D | -30.7% | +5.6% | -36.3% | -30.9% |
| 30D | -26.7% | -0.8% | -25.9% | -26.3% |
| 3M | -26.4% | +9.8% | -36.3% | -26.9% |
| 6M | -45.9% | +17.5% | -63.5% | -46.7% |
| YTD | -59.5% | +46.5% | -105.9% | -58.0% |
| 1Y | -62.0% | +46.1% | -108.1% | -60.4% |
| All | -62.0% | +49.6% | -111.6% | -60.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DE.
Daily Out/Under-Performance
Portfolio return minus DE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DE 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 DE 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