-41.3%
ALNY vs ED
+12.4%
-53.7%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.3% | +2.0% | +0.9% |
| 7D | +12.2% | -0.2% | +12.4% | +12.3% |
| 30D | +16.3% | -0.1% | +16.5% | +16.3% |
| 3M | -12.4% | +3.9% | -16.3% | -11.4% |
| 6M | -18.7% | -3.0% | -15.7% | -18.6% |
| YTD | -33.1% | +10.7% | -43.8% | -31.7% |
| 1Y | -41.3% | +13.3% | -54.7% | -39.3% |
| All | -41.3% | +12.4% | -53.7% | -39.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 ED 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