+234.7%
ALNY vs ELF
+317.0%
-82.3%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.1% | +3.2% | -0.5% |
| 7D | -3.5% | -6.8% | +3.3% | -3.0% |
| 30D | +18.9% | +5.1% | +13.8% | +18.4% |
| 3M | -13.3% | +79.8% | -93.1% | -17.7% |
| 6M | -20.3% | +29.7% | -50.0% | -22.4% |
| YTD | -35.1% | +31.6% | -66.7% | -37.1% |
| 1Y | -46.5% | -27.9% | -18.6% | -46.1% |
| 3Y | +28.1% | -26.4% | +54.5% | +23.6% |
| 5Y | +36.1% | +235.6% | -199.5% | +14.3% |
| All | +234.7% | +317.0% | -82.3% | +163.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 ELF 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