+236.1%
ALNY vs EAT
+374.9%
-138.8%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.5% | +0.6% |
| 7D | -6.5% | -7.7% | +1.2% | -5.7% |
| 30D | +11.0% | -13.6% | +24.6% | +12.9% |
| 3M | -14.1% | +33.9% | -47.9% | -17.2% |
| 6M | -22.4% | +47.2% | -69.6% | -26.5% |
| YTD | -37.5% | +48.1% | -85.5% | -41.0% |
| 1Y | -46.9% | +33.7% | -80.6% | -49.5% |
| 3Y | +22.1% | +595.8% | -573.7% | -6.8% |
| 5Y | +31.2% | +314.4% | -283.2% | +2.5% |
| All | +236.1% | +374.9% | -138.8% | +164.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 10y: compounded portfolio wealth divided by compounded EAT 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…
10y analysis · Full analysis span regression · 6 months rolling