+236.1%
ALNY vs ECL
+160.1%
+76.0%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.7% | -1.2% | -0.2% |
| 7D | -6.5% | -1.1% | -5.4% | -6.2% |
| 30D | +11.0% | -0.8% | +11.9% | +11.4% |
| 3M | -14.1% | +5.0% | -19.1% | -15.4% |
| 6M | -22.4% | +0.2% | -22.6% | -22.4% |
| YTD | -37.5% | +5.8% | -43.2% | -38.7% |
| 1Y | -46.9% | +1.5% | -48.5% | -47.4% |
| 3Y | +22.1% | +55.0% | -32.9% | +3.5% |
| 5Y | +31.2% | +29.3% | +1.9% | +15.4% |
| All | +236.1% | +160.1% | +76.0% | +89.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 ECL 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