+22.1%
ALNY vs EFX
-12.2%
+34.3%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.6% | -0.1% | +0.3% |
| 7D | -6.5% | -4.5% | -2.0% | -5.5% |
| 30D | +11.0% | -6.1% | +17.1% | +12.5% |
| 3M | -14.1% | +6.2% | -20.3% | -14.5% |
| 6M | -22.4% | -11.2% | -11.2% | -20.4% |
| YTD | -37.5% | -21.4% | -16.1% | -34.3% |
| 1Y | -46.9% | -34.3% | -12.6% | -41.8% |
| 3Y | +22.1% | -12.5% | +34.6% | +14.3% |
| All | +22.1% | -12.2% | +34.3% | +14.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling