+33.2%
ALNY vs EAT
+317.4%
-284.1%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.3% | -3.8% | -4.0% |
| 7D | -6.4% | -6.2% | -0.2% | -5.3% |
| 30D | +11.9% | -3.0% | +14.9% | +12.3% |
| 3M | -15.0% | +45.6% | -60.7% | -21.6% |
| 6M | -23.2% | +53.5% | -76.8% | -30.6% |
| YTD | -37.8% | +49.6% | -87.3% | -43.7% |
| 1Y | -47.3% | +38.9% | -86.2% | -51.8% |
| 3Y | +22.9% | +589.7% | -566.8% | -30.5% |
| All | +33.2% | +317.4% | -284.1% | -23.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling