+33.2%
ALNY vs EMB
+6.4%
+26.8%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.8% | -3.3% | -3.0% |
| 7D | -6.4% | -1.1% | -5.3% | -5.0% |
| 30D | +11.9% | -1.1% | +13.0% | +13.6% |
| 3M | -15.0% | -0.8% | -14.2% | -14.2% |
| 6M | -23.2% | -0.1% | -23.2% | -23.2% |
| YTD | -37.8% | +0.4% | -38.2% | -38.1% |
| 1Y | -47.3% | +3.3% | -50.5% | -49.4% |
| 3Y | +22.9% | +29.0% | -6.2% | -10.6% |
| All | +33.2% | +6.4% | +26.8% | +16.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 5y: compounded portfolio wealth divided by compounded EMB 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…
5y analysis · Full analysis span regression · 6 months rolling