-41.3%
ALNY vs ENB
+7.5%
-48.9%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.9% | +1.5% | +0.3% |
| 7D | +12.2% | -0.2% | +12.5% | +12.1% |
| 30D | +16.3% | -2.2% | +18.6% | +15.6% |
| 3M | -12.4% | -10.5% | -1.9% | -14.9% |
| 6M | -18.7% | -5.1% | -13.6% | -19.9% |
| YTD | -33.1% | +9.0% | -42.0% | -32.5% |
| 1Y | -41.3% | +8.2% | -49.5% | -40.9% |
| All | -41.3% | +7.5% | -48.9% | -40.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ENB.
Daily Out/Under-Performance
Portfolio return minus ENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ENB 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 ENB 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