+3,585.7%
ALNY vs EL
+472.0%
+3,113.7%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.9% | +2.1% | +0.2% |
| 7D | -3.5% | -2.4% | -1.2% | -2.7% |
| 30D | +18.9% | +13.7% | +5.2% | +13.4% |
| 3M | -13.3% | +14.5% | -27.8% | -17.9% |
| 6M | -20.3% | +7.4% | -27.7% | -23.7% |
| YTD | -35.1% | -4.7% | -30.4% | -35.9% |
| 1Y | -46.5% | +12.9% | -59.4% | -50.7% |
| 3Y | +28.1% | -32.2% | +60.3% | +30.4% |
| 5Y | +36.1% | -68.4% | +104.5% | +83.5% |
| 10Y | +269.7% | +28.3% | +241.4% | +144.9% |
| All | +3,585.7% | +472.0% | +3,113.7% | +1,066.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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