+2,665.5%
ALNY vs EFV
+252.1%
+2,413.3%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.3% | -3.8% | -3.8% |
| 7D | -6.4% | -2.0% | -4.4% | -4.9% |
| 30D | +11.9% | -0.2% | +12.1% | +12.1% |
| 3M | -15.0% | +9.1% | -24.1% | -21.6% |
| 6M | -23.2% | +11.7% | -34.9% | -30.6% |
| YTD | -37.8% | +17.0% | -54.8% | -46.0% |
| 1Y | -47.3% | +26.7% | -74.0% | -57.2% |
| 3Y | +22.9% | +90.2% | -67.3% | -28.9% |
| 5Y | +30.6% | +96.1% | -65.5% | -27.2% |
| 10Y | +254.6% | +164.5% | +90.1% | +48.1% |
| All | +2,665.5% | +252.1% | +2,413.3% | +827.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 all: compounded portfolio wealth divided by compounded EFV 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…
all analysis · Full analysis span regression · 6 months rolling