-46.9%
ALNY vs ENB
+2.1%
-49.0%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.4% | +0.2% |
| 7D | -6.5% | -4.7% | -1.9% | -7.9% |
| 30D | +11.0% | -5.9% | +16.9% | +9.0% |
| 3M | -14.1% | -14.2% | +0.2% | -17.7% |
| 6M | -22.4% | -8.6% | -13.8% | -24.5% |
| YTD | -37.5% | +3.9% | -41.4% | -37.9% |
| 1Y | -46.9% | +1.8% | -48.7% | -47.4% |
| All | -46.9% | +2.1% | -49.0% | -47.4% |
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