-62.0%
ALNY vs EFX
-7.5%
-54.4%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.4% | -1.6% | +0.4% |
| 7D | -30.7% | +9.2% | -39.9% | -31.7% |
| 30D | -26.7% | +34.8% | -61.5% | -31.1% |
| 3M | -26.4% | +8.8% | -35.3% | -27.7% |
| 6M | -45.9% | +12.3% | -58.2% | -46.3% |
| YTD | -59.5% | -10.6% | -48.9% | -59.3% |
| 1Y | -62.0% | -6.7% | -55.2% | -61.0% |
| All | -62.0% | -7.5% | -54.4% | -61.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 EFX 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